0.02Open0.04Pre Close12 Volume184 Open Interest17.50Strike Price24.00Turnover117.49%IV28.63%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0306Delta0.0393Gamma681.00Leverage Ratio-0.0115Theta0.0000Rho20.85Eff Leverage0.0010Vega