28.87Open25.05Pre Close8 Volume48 Open Interest225.00Strike Price23.64KTurnover78.29%IV0.65%PremiumJul 26, 2024Expiry Date29.08Intrinsic Value100Multiplier3DDays to Expiry1.66Extrinsic Value100Contract SizeAmericanOptions Type0.9400Delta0.0058Gamma8.54Leverage Ratio-0.3141Theta0.0222Rho8.03Eff Leverage0.0311Vega