0.01Open0.05Pre Close20 Volume422 Open Interest145.00Strike Price24.00Turnover132.33%IV22.82%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0104Delta0.0027Gamma3373.71Leverage Ratio-0.0350Theta0.0001Rho35.09Eff Leverage0.0021Vega