0.03Open0.10Pre Close8 Volume494 Open Interest7.50Strike Price24.00Turnover53.63%IV5.46%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1654Delta0.7110Gamma238.00Leverage Ratio-0.0142Theta0.0001Rho39.36Eff Leverage0.0016Vega