0.63Open0.51Pre Close520 Volume20.59K Open Interest16.00Strike Price24.76KTurnover51.28%IV1.44%PremiumJul 19, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6377Delta0.3999Gamma30.48Leverage Ratio-0.0417Theta0.0012Rho19.43Eff Leverage0.0069Vega