5.60Open7.08Pre Close45.35K Volume15.55K Open Interest220.00Strike Price24.24MTurnover53.62%IV1.88%PremiumOct 18, 2024Expiry Date0.84Intrinsic Value100Multiplier3DDays to Expiry4.11Extrinsic Value100Contract SizeAmericanOptions Type-0.5160Delta0.0349Gamma44.27Leverage Ratio-0.7030Theta-0.0104Rho-22.85Eff Leverage0.0849Vega