0.02Open0.01Pre Close22 Volume395 Open Interest32.00Strike Price24.00Turnover325.49%IV6.81%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0264Delta0.0609Gamma2997.00Leverage Ratio-0.7361Theta0.0000Rho79.20Eff Leverage0.0002Vega