16.40Open17.53Pre Close15 Volume1.02K Open Interest340.00Strike Price23.95KTurnover32.45%IV2.52%PremiumNov 15, 2024Expiry Date7.07Intrinsic Value100Multiplier24DDays to Expiry8.73Extrinsic Value100Contract SizeAmericanOptions Type0.6261Delta0.0130Gamma21.69Leverage Ratio-0.2517Theta0.1355Rho13.58Eff Leverage0.3411Vega