0.09Open0.11Pre Close4 Volume21 Open Interest5.00Strike Price24.00Turnover1539.85%IV0.40%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier-2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.5606Delta3.7304Gamma100.60Leverage Ratio-31.2826Theta0.0000Rho56.40Eff Leverage0.0000Vega