0.35Open0.30Pre Close515 Volume183 Open Interest17.50Strike Price23.92KTurnover77.49%IV2.53%PremiumDec 6, 2024Expiry Date0.11Intrinsic Value100Multiplier3DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.5166Delta0.3058Gamma30.24Leverage Ratio-0.0815Theta-0.0008Rho-15.62Eff Leverage0.0067Vega