9.40Open9.05Pre Close26 Volume174 Open Interest115.00Strike Price23.99KTurnover68.52%IV4.26%PremiumNov 15, 2024Expiry Date3.84Intrinsic Value100Multiplier15DDays to Expiry5.06Extrinsic Value100Contract SizeAmericanOptions Type0.6241Delta0.0226Gamma13.50Leverage Ratio-0.2165Theta0.0278Rho8.43Eff Leverage0.0929Vega