5.95Open6.66Pre Close47 Volume8 Open Interest102.00Strike Price24.61KTurnover65.87%IV2.39%PremiumAug 2, 2024Expiry Date1.90Intrinsic Value100Multiplier3DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type0.6598Delta0.0538Gamma27.16Leverage Ratio-0.3828Theta0.0063Rho17.92Eff Leverage0.0379Vega