0.03Open0.05Pre Close8 Volume13.18K Open Interest10.00Strike Price24.00Turnover17.91%IV1.62%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2586Delta1.6637Gamma329.00Leverage Ratio-0.0077Theta0.0003Rho85.08Eff Leverage0.0035Vega