0.50Open0.30Pre Close502 Volume31 Open Interest6.00Strike Price23.81KTurnover47.15%IV4.37%PremiumSep 20, 2024Expiry Date0.18Intrinsic Value100Multiplier27DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6266Delta0.4741Gamma14.54Leverage Ratio-0.0060Theta0.0026Rho9.11Eff Leverage0.0064Vega