0.03Open0.04Pre Close8 Volume282 Open Interest24.00Strike Price24.00Turnover91.51%IV9.62%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1484Delta0.0865Gamma123.35Leverage Ratio-0.0690Theta-0.0005Rho-18.31Eff Leverage0.0068Vega