6.20Open6.50Pre Close38 Volume8 Open Interest90.50Strike Price23.68KTurnover106.65%IV0.40%PremiumDec 27, 2024Expiry Date5.93Intrinsic Value100Multiplier1DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.9222Delta0.0369Gamma13.98Leverage Ratio-0.3883Theta-0.0014Rho-12.89Eff Leverage0.0054Vega