0.02Open0.06Pre Close11 Volume47 Open Interest130.00Strike Price23.00Turnover74.42%IV9.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0091Delta0.0038Gamma7219.50Leverage Ratio-0.0200Theta0.0000Rho-65.42Eff Leverage0.0021Vega