4.70Open5.39Pre Close51 Volume20 Open Interest80.00Strike Price23.96KTurnover73.49%IV5.03%PremiumDec 20, 2024Expiry Date0.55Intrinsic Value100Multiplier21DDays to Expiry4.00Extrinsic Value100Contract SizeAmericanOptions Type-0.4748Delta0.0281Gamma13.58Leverage Ratio-0.1278Theta-0.0231Rho-6.45Eff Leverage0.0769Vega