0.14Open0.18Pre Close2 Volume20 Open Interest23.00Strike Price24.00Turnover36.39%IV2.90%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2328Delta0.4084Gamma224.50Leverage Ratio-0.0391Theta0.0004Rho52.26Eff Leverage0.0063Vega