0.04Open0.10Pre Close6 Volume1 Open Interest2.50Strike Price24.00Turnover110.26%IV13.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2357Delta0.9939Gamma56.00Leverage Ratio-0.0085Theta0.0001Rho13.20Eff Leverage0.0009Vega