0.15Open0.07Pre Close886 Volume865 Open Interest23.00Strike Price23.48KTurnover886.08%IV0.13%PremiumSep 27, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6062Delta0.8670Gamma98.38Leverage Ratio-51.0477Theta0.0000Rho59.64Eff Leverage0.0002Vega