5.95Open6.66Pre Close47 Volume8 Open Interest102.00Strike Price24.61KTurnover66.07%IV2.36%PremiumAug 2, 2024Expiry Date1.93Intrinsic Value100Multiplier3DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.6590Delta0.0537Gamma27.35Leverage Ratio-0.3844Theta0.0063Rho18.02Eff Leverage0.0379Vega