0.02Open0.02Pre Close4.81K Volume5.39K Open Interest43.50Strike Price24.68KTurnover25.74%IV1.82%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0823Delta0.2835Gamma2137.00Leverage Ratio-0.0462Theta0.0001Rho175.93Eff Leverage0.0032Vega