0.60Open0.46Pre Close660 Volume1.79K Open Interest18.50Strike Price23.86KTurnover45.49%IV1.57%PremiumJul 26, 2024Expiry Date0.08Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.5221Delta0.4507Gamma47.23Leverage Ratio-0.0449Theta-0.0010Rho-24.66Eff Leverage0.0078Vega