0.03Open0.21Pre Close8 Volume27 Open Interest24.50Strike Price24.00Turnover993.07%IV3.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0993Delta0.2701Gamma789.33Leverage Ratio-20.0089Theta0.0000Rho78.38Eff Leverage0.0001Vega