0.03Open0.04Pre Close9 Volume214 Open Interest23.00Strike Price24.00Turnover197.20%IV6.55%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0466Delta0.0952Gamma819.33Leverage Ratio-0.2934Theta0.0000Rho-38.15Eff Leverage0.0005Vega