0.06Open0.06Pre Close3 Volume41 Open Interest27.50Strike Price24.00Turnover29.45%IV3.60%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1481Delta0.2906Gamma443.83Leverage Ratio-0.0244Theta0.0004Rho65.71Eff Leverage0.0062Vega