0.40Open0.58Pre Close588 Volume8.67K Open Interest32.50Strike Price23.24KTurnover19.04%IV0.06%PremiumJul 19, 2024Expiry Date0.43Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7225Delta0.4987Gamma60.51Leverage Ratio-0.0228Theta-0.0024Rho-43.72Eff Leverage0.0121Vega