0.24Open1.31Pre Close1 Volume2 Open Interest131.00Strike Price24.00Turnover18.50%IV8.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0776Delta0.0221Gamma535.96Leverage Ratio-0.0160Theta0.0079Rho41.57Eff Leverage0.0516Vega