0.04Open0.12Pre Close6 Volume146 Open Interest20.00Strike Price24.00Turnover62.12%IV6.20%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0721Delta0.1492Gamma709.33Leverage Ratio-0.0269Theta-0.0001Rho-51.11Eff Leverage0.0020Vega