0.23Open0.35Pre Close1 Volume35 Open Interest75.00Strike Price23.00Turnover25.95%IV9.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.1073Delta0.0412Gamma305.96Leverage Ratio-0.0187Theta0.0045Rho32.83Eff Leverage0.0319Vega