0.43Open0.26Pre Close400 Volume937 Open Interest37.50Strike Price23.76KTurnover41.43%IV1.22%PremiumDec 6, 2024Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.5725Delta0.3075Gamma60.81Leverage Ratio-0.1184Theta0.0014Rho34.81Eff Leverage0.0121Vega