0.04Open0.14Pre Close6 Volume14 Open Interest38.61Strike Price24.00Turnover74.12%IV17.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0227Delta0.0118Gamma1167.00Leverage Ratio-0.0171Theta-0.0002Rho-26.53Eff Leverage0.0033Vega