3.30Open2.60Pre Close52 Volume250 Open Interest195.00Strike Price23.97KTurnover38.29%IV3.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry4.58Extrinsic Value100Contract SizeAmericanOptions Type0.4573Delta0.0260Gamma38.10Leverage Ratio-0.2066Theta0.0354Rho17.42Eff Leverage0.1577Vega