0.03Open0.11Pre Close11 Volume21 Open Interest157.50Strike Price23.00Turnover45.88%IV10.02%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0035Gamma5833.67Leverage Ratio-0.0220Theta-0.0002Rho-62.13Eff Leverage0.0050Vega