0.03Open0.04Pre Close11 Volume359 Open Interest82.00Strike Price23.00Turnover60.63%IV0.45%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0841Delta0.5931Gamma8164.00Leverage Ratio-1.9417Theta0.0000Rho686.86Eff Leverage0.0007Vega