0.04Open0.03Pre Close6 Volume197 Open Interest182.50Strike Price24.00Turnover57.95%IV9.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0115Delta0.0035Gamma5754.29Leverage Ratio-0.0337Theta-0.0001Rho-66.19Eff Leverage0.0045Vega