0.04Open0.07Pre Close6 Volume631 Open Interest30.59Strike Price24.00Turnover73.85%IV13.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0493Delta0.0510Gamma674.50Leverage Ratio-0.0238Theta0.0001Rho33.26Eff Leverage0.0028Vega