0.03Open0.05Pre Close8 Volume2.53K Open Interest40.00Strike Price24.00Turnover31.31%IV5.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0564Delta0.0896Gamma1263.50Leverage Ratio-0.0155Theta0.0002Rho71.21Eff Leverage0.0046Vega