0.24Open0.26Pre Close1 Volume13 Open Interest144.00Strike Price24.00Turnover79.13%IV8.47%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0767Delta0.0198Gamma542.78Leverage Ratio-0.2234Theta0.0005Rho41.63Eff Leverage0.0132Vega