0.64Open0.68Pre Close247 Volume1.09K Open Interest47.00Strike Price23.74KTurnover48.12%IV0.59%PremiumSep 27, 2024Expiry Date0.54Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6661Delta0.2064Gamma46.61Leverage Ratio-0.1713Theta0.0018Rho31.04Eff Leverage0.0133Vega