0.03Open0.12Pre Close8 Volume18 Open Interest67.00Strike Price24.00Turnover58.89%IV12.62%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0205Delta0.0146Gamma2380.80Leverage Ratio-0.0184Theta0.0001Rho48.79Eff Leverage0.0028Vega