0.04Open0.04Pre Close6 Volume110 Open Interest77.00Strike Price24.00Turnover80.83%IV10.22%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0584Delta0.0194Gamma553.03Leverage Ratio-0.1070Theta-0.0004Rho-32.32Eff Leverage0.0087Vega