0.05Open0.03Pre Close4 Volume145 Open Interest220.00Strike Price24.00Turnover46.57%IV7.47%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0196Delta0.0068Gamma4095.00Leverage Ratio-0.0477Theta0.0002Rho80.25Eff Leverage0.0072Vega