0.60Open0.65Pre Close378 Volume1.33K Open Interest5.50Strike Price23.49KTurnover3892.87%IV0.61%PremiumAug 30, 2024Expiry Date0.61Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8371Delta0.4483Gamma7.52Leverage Ratio-22.2316Theta0.0000Rho-6.30Eff Leverage0.0000Vega