0.80Open0.47Pre Close302 Volume1.35K Open Interest36.00Strike Price22.85KTurnover79.40%IV0.74%PremiumDec 6, 2024Expiry Date0.41Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6535Delta0.3380Gamma54.34Leverage Ratio-0.3985Theta0.0003Rho35.51Eff Leverage0.0051Vega