0.05Open0.03Pre Close10 Volume685 Open Interest22.50Strike Price24.00Turnover50.26%IV4.79%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0805Delta0.2154Gamma859.60Leverage Ratio-0.0241Theta0.0001Rho69.19Eff Leverage0.0021Vega