0.08Open0.05Pre Close3 Volume53 Open Interest42.50Strike Price24.00Turnover46.57%IV18.11%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0551Delta0.0313Gamma450.63Leverage Ratio-0.0120Theta0.0009Rho24.81Eff Leverage0.0085Vega