0.23Open0.35Pre Close1 Volume35 Open Interest75.00Strike Price23.00Turnover26.23%IV9.28%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.1073Delta0.0412Gamma305.96Leverage Ratio-0.0191Theta0.0044Rho32.82Eff Leverage0.0316Vega