0.02Open0.03Pre Close13 Volume808 Open Interest80.50Strike Price24.00Turnover15.13%IV2.60%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0236Delta0.0497Gamma8264.00Leverage Ratio-0.0077Theta-0.0001Rho-195.24Eff Leverage0.0041Vega