0.15Open0.18Pre Close2 Volume4.01K Open Interest106.50Strike Price24.00Turnover7.72%IV0.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.2227Delta0.4271Gamma1188.89Leverage Ratio-0.0392Theta-0.0015Rho-264.78Eff Leverage0.0269Vega