0.12Open0.06Pre Close2 Volume531 Open Interest1.00Strike Price24.00Turnover120.85%IV9.27%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier17DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.5922Delta1.4386Gamma8.54Leverage Ratio-0.0031Theta0.0002Rho5.06Eff Leverage0.0009Vega