0.03Open0.05Pre Close8 Volume795 Open Interest22.00Strike Price24.00Turnover39.56%IV8.47%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0665Delta0.1229Gamma677.00Leverage Ratio-0.0104Theta0.0002Rho45.01Eff Leverage0.0034Vega