0.02Open0.01Pre Close22 Volume5 Open Interest30.50Strike Price24.00Turnover16.25%IV3.11%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0462Delta0.1835Gamma2959.00Leverage Ratio-0.0052Theta0.0002Rho136.79Eff Leverage0.0031Vega