0.02Open0.01Pre Close23 Volume455 Open Interest62.00Strike Price24.00Turnover33.39%IV7.48%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0291Gamma3846.33Leverage Ratio-0.0112Theta0.0001Rho85.76Eff Leverage0.0029Vega