0.30Open0.36Pre Close891 Volume1.44K Open Interest31.00Strike Price22.80KTurnover29.38%IV0.51%PremiumDec 27, 2024Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.6524Delta0.5689Gamma78.10Leverage Ratio-0.0784Theta0.0010Rho50.95Eff Leverage0.0082Vega