0.03Open0.03Pre Close6 Volume701 Open Interest20.00Strike Price24.00Turnover140.17%IV82.09%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0273Delta0.0198Gamma366.67Leverage Ratio-0.0061Theta0.0001Rho9.99Eff Leverage0.0014Vega