2.87Open3.30Pre Close97 Volume1.68K Open Interest30.00Strike Price23.98KTurnover105.61%IV3.99%PremiumJan 17, 2025Expiry Date1.60Intrinsic Value100Multiplier6DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type0.6757Delta0.0838Gamma12.15Leverage Ratio-0.1350Theta0.0031Rho8.21Eff Leverage0.0146Vega