3.30Open1.85Pre Close89 Volume341 Open Interest227.50Strike Price25.29KTurnover103.52%IV0.24%PremiumJul 26, 2024Expiry Date1.14Intrinsic Value100Multiplier-1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7484Delta0.1856Gamma163.31Leverage Ratio-14.4717Theta0.0001Rho122.22Eff Leverage0.0053Vega