0.03Open0.05Pre Close8 Volume764 Open Interest9.00Strike Price24.00Turnover141.11%IV20.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0438Delta0.0584Gamma377.33Leverage Ratio-0.0176Theta0.0000Rho-16.53Eff Leverage0.0010Vega