0.03Open0.05Pre Close8 Volume477 Open Interest66.00Strike Price24.00Turnover23.80%IV7.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0273Delta0.0223Gamma2370.67Leverage Ratio-0.0080Theta-0.0005Rho-64.75Eff Leverage0.0075Vega