0.06Open0.10Pre Close4 Volume273 Open Interest260.00Strike Price24.00Turnover36.15%IV22.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0101Delta0.0015Gamma3539.50Leverage Ratio-0.0116Theta0.0011Rho35.78Eff Leverage0.0134Vega