23.56Open23.50Pre Close1 Volume11 Open Interest24.00Strike Price2.36KTurnover370.07%IV0.57%PremiumOct 11, 2024Expiry Date23.29Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.9984Delta0.0005Gamma2.03Leverage Ratio-0.0085Theta0.0010Rho2.03Eff Leverage0.0002Vega