11.90Open11.31Pre Close20 Volume330 Open Interest75.00Strike Price23.81KTurnover59.80%IV0.68%PremiumSep 20, 2024Expiry Date11.32Intrinsic Value100Multiplier6DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.9719Delta0.0099Gamma7.54Leverage Ratio-0.0417Theta0.0116Rho7.33Eff Leverage0.0070Vega