0.80Open0.47Pre Close302 Volume1.35K Open Interest36.00Strike Price22.85KTurnover70.06%IV0.74%PremiumDec 6, 2024Expiry Date0.41Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6538Delta0.3383Gamma54.34Leverage Ratio-0.3111Theta0.0004Rho35.53Eff Leverage0.0057Vega