0.15Open0.18Pre Close2 Volume4.01K Open Interest106.50Strike Price24.00Turnover9.47%IV0.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.2246Delta0.4336Gamma1188.89Leverage Ratio-0.0623Theta-0.0010Rho-267.07Eff Leverage0.0218Vega