0.20Open0.14Pre Close994 Volume898 Open Interest6.00Strike Price24.31KTurnover85.28%IV0.31%PremiumNov 29, 2024Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8855Delta0.5796Gamma15.95Leverage Ratio-0.0190Theta0.0002Rho14.12Eff Leverage0.0008Vega