50.64Open36.26Pre Close6 Volume139 Open Interest980.00Strike Price22.67KTurnover40.55%IV0.43%PremiumOct 18, 2024Expiry Date26.87Intrinsic Value100Multiplier1DDays to Expiry4.28Extrinsic Value100Contract SizeAmericanOptions Type0.8921Delta0.0086Gamma35.14Leverage Ratio-1.2476Theta0.0243Rho31.35Eff Leverage0.0986Vega