0.35Open0.30Pre Close515 Volume183 Open Interest17.50Strike Price23.92KTurnover72.05%IV2.53%PremiumDec 6, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.5162Delta0.3055Gamma30.24Leverage Ratio-0.0693Theta-0.0010Rho-15.61Eff Leverage0.0072Vega