0.03Open0.03Pre Close3.71K Volume4.19K Open Interest2.00Strike Price23.75KTurnover122.36%IV7.22%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.4279Delta1.6434Gamma27.71Leverage Ratio-0.0137Theta0.0001Rho11.86Eff Leverage0.0008Vega