11.95Open8.37Pre Close21 Volume299 Open Interest46.00Strike Price23.93KTurnover290.28%IV3.80%PremiumOct 11, 2024Expiry Date9.69Intrinsic Value100Multiplier4DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.7959Delta0.0165Gamma4.66Leverage Ratio-0.6324Theta0.0035Rho3.71Eff Leverage0.0168Vega