0.05Open0.88Pre Close4 Volume31 Open Interest104.00Strike Price24.00Turnover67.28%IV1.52%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1445Delta0.1865Gamma3417.67Leverage Ratio-1.2152Theta0.0000Rho493.89Eff Leverage0.0041Vega