7.60Open3.30Pre Close24 Volume198 Open Interest157.50Strike Price23.76KTurnover59.64%IV1.60%PremiumJan 17, 2025Expiry Date7.37Intrinsic Value100Multiplier2DDays to Expiry2.63Extrinsic Value100Contract SizeAmericanOptions Type0.8526Delta0.0303Gamma21.00Leverage Ratio-0.4037Theta0.0079Rho17.91Eff Leverage0.0294Vega