11.50Open11.70Pre Close20 Volume165 Open Interest160.00Strike Price23.22KTurnover47.82%IV2.31%PremiumNov 15, 2024Expiry Date8.30Intrinsic Value100Multiplier22DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type-0.6453Delta0.0209Gamma12.64Leverage Ratio-0.1388Theta-0.0568Rho-8.16Eff Leverage0.1401Vega