0.15Open0.07Pre Close886 Volume865 Open Interest23.00Strike Price23.48KTurnover796.95%IV0.13%PremiumSep 27, 2024Expiry Date0.12Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6605Delta1.1895Gamma98.38Leverage Ratio-56.5508Theta0.0000Rho64.98Eff Leverage0.0001Vega