0.01Open0.04Pre Close24 Volume42 Open Interest46.50Strike Price24.00Turnover145.44%IV11.51%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.2207Delta0.0548Gamma64.67Leverage Ratio-0.2828Theta0.0007Rho14.27Eff Leverage0.0110Vega