0.08Open0.09Pre Close1.39K Volume1.42K Open Interest16.00Strike Price23.57KTurnover32.75%IV0.85%PremiumJul 5, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5624Delta0.9019Gamma86.24Leverage Ratio-0.0362Theta-0.0006Rho-48.50Eff Leverage0.0053Vega