0.06Open0.10Pre Close4 Volume13 Open Interest80.00Strike Price24.00Turnover38.58%IV27.22%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0231Delta0.0076Gamma1048.83Leverage Ratio-0.0061Theta0.0012Rho24.21Eff Leverage0.0102Vega