3.75Open4.70Pre Close62 Volume163 Open Interest67.50Strike Price23.59KTurnover33.17%IV1.58%PremiumDec 20, 2024Expiry Date2.89Intrinsic Value100Multiplier9DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type0.7982Delta0.0751Gamma20.70Leverage Ratio-0.0630Theta0.0136Rho16.52Eff Leverage0.0318Vega