0.05Open0.05Pre Close5 Volume28 Open Interest162.50Strike Price24.00Turnover47.68%IV6.80%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0366Delta0.0144Gamma1902.88Leverage Ratio-0.0711Theta0.0003Rho69.63Eff Leverage0.0093Vega