48.65Open35.62Pre Close5 Volume353 Open Interest5560.00Strike Price24.33KTurnover34.41%IV0.36%PremiumJul 18, 2024Expiry Date28.27Intrinsic Value100Multiplier0DDays to Expiry20.38Extrinsic Value100Contract SizeEuropeanOptions Type0.6419Delta0.0046Gamma111.65Leverage Ratio-23.8515Theta0.0628Rho71.67Eff Leverage0.8792Vega