0.30Open0.23Pre Close726 Volume2.69K Open Interest1.00Strike Price23.77KTurnover173.80%IV7.03%PremiumNov 15, 2024Expiry Date0.28Intrinsic Value100Multiplier25DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7817Delta0.5085Gamma3.41Leverage Ratio-0.0035Theta0.0004Rho2.67Eff Leverage0.0010Vega