0.24Open0.30Pre Close1 Volume106 Open Interest44.00Strike Price24.00Turnover72.77%IV7.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.1416Delta0.0697Gamma314.53Leverage Ratio-0.1100Theta-0.0006Rho-44.55Eff Leverage0.0099Vega