0.04Open0.07Pre Close6 Volume631 Open Interest30.59Strike Price24.00Turnover67.53%IV12.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0508Delta0.0541Gamma679.16Leverage Ratio-0.0218Theta0.0001Rho34.49Eff Leverage0.0030Vega