0.04Open0.03Pre Close6 Volume197 Open Interest182.50Strike Price24.00Turnover57.64%IV9.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0116Delta0.0035Gamma5760.57Leverage Ratio-0.0337Theta-0.0001Rho-66.72Eff Leverage0.0045Vega