21.60Open24.50Pre Close11 Volume12 Open Interest35.00Strike Price23.76KTurnover282.72%IV0.68%PremiumNov 22, 2024Expiry Date21.22Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9549Delta0.0055Gamma2.60Leverage Ratio-0.1763Theta0.0038Rho2.48Eff Leverage0.0058Vega