0.70Open0.78Pre Close522 Volume196 Open Interest43.50Strike Price23.12KTurnover23.44%IV0.68%PremiumDec 6, 2024Expiry Date0.20Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5498Delta0.3694Gamma78.73Leverage Ratio-0.0594Theta0.0026Rho43.28Eff Leverage0.0181Vega