0.24Open0.66Pre Close1 Volume322 Open Interest1.00Strike Price24.00Turnover227.12%IV17.39%PremiumAug 16, 2024Expiry Date0.08Intrinsic Value100Multiplier21DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.4478Delta0.7768Gamma3.68Leverage Ratio-0.0046Theta-0.0004Rho-1.65Eff Leverage0.0009Vega