0.30Open0.36Pre Close891 Volume1.44K Open Interest31.00Strike Price22.80KTurnover25.88%IV0.51%PremiumDec 27, 2024Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6542Delta0.5707Gamma78.10Leverage Ratio-0.0594Theta0.0013Rho51.09Eff Leverage0.0092Vega