0.01Open0.01Pre Close16 Volume14 Open Interest9.00Strike Price24.00Turnover201.20%IV19.53%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0351Delta0.0564Gamma558.00Leverage Ratio-0.0199Theta0.0000Rho-19.61Eff Leverage0.0005Vega