0.06Open0.09Pre Close4 Volume172 Open Interest32.00Strike Price24.00Turnover64.67%IV1.46%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2096Delta0.5641Gamma526.67Leverage Ratio-0.3257Theta0.0000Rho110.36Eff Leverage0.0023Vega