0.43Open0.26Pre Close400 Volume937 Open Interest37.50Strike Price23.76KTurnover39.90%IV1.22%PremiumDec 6, 2024Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.5728Delta0.3077Gamma60.81Leverage Ratio-0.1090Theta0.0015Rho34.83Eff Leverage0.0125Vega