0.13Open0.10Pre Close2 Volume903 Open Interest1.00Strike Price24.00Turnover91.46%IV7.77%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier23DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.6008Delta1.6313Gamma9.36Leverage Ratio-0.0021Theta0.0003Rho5.63Eff Leverage0.0010Vega