7.60Open3.30Pre Close24 Volume198 Open Interest157.50Strike Price23.76KTurnover52.21%IV1.40%PremiumJan 17, 2025Expiry Date7.69Intrinsic Value100Multiplier2DDays to Expiry2.31Extrinsic Value100Contract SizeAmericanOptions Type0.8747Delta0.0310Gamma20.65Leverage Ratio-0.3088Theta0.0081Rho18.06Eff Leverage0.0262Vega