0.35Open0.56Pre Close631 Volume892 Open Interest29.50Strike Price23.04KTurnover196.40%IV0.03%PremiumJul 12, 2024Expiry Date0.47Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7855Delta0.4808Gamma54.99Leverage Ratio-2.3071Theta0.0000Rho43.20Eff Leverage0.0009Vega