3.50Open4.30Pre Close72 Volume191 Open Interest96.00Strike Price24.15KTurnover60.74%IV0.53%PremiumOct 4, 2024Expiry Date3.49Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.7339Delta0.0542Gamma21.87Leverage Ratio-0.2933Theta0.0069Rho16.05Eff Leverage0.0328Vega