0.80Open0.47Pre Close302 Volume1.35K Open Interest36.00Strike Price22.85KTurnover66.02%IV0.74%PremiumDec 6, 2024Expiry Date0.41Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6540Delta0.3384Gamma54.34Leverage Ratio-0.2766Theta0.0005Rho35.54Eff Leverage0.0061Vega