6.25Open3.90Pre Close40 Volume56 Open Interest45.00Strike Price23.31KTurnover68.71%IV2.14%PremiumAug 16, 2024Expiry Date5.35Intrinsic Value100Multiplier25DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.7231Delta0.0472Gamma6.24Leverage Ratio-0.0432Theta-0.0197Rho-4.51Eff Leverage0.0352Vega