0.02Open0.05Pre Close12 Volume78 Open Interest197.50Strike Price24.00Turnover61.27%IV9.03%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0303Delta0.0084Gamma1906.95Leverage Ratio-0.0884Theta0.0003Rho57.77Eff Leverage0.0092Vega