0.80Open0.69Pre Close376 Volume155 Open Interest292.50Strike Price24.55KTurnover46.48%IV5.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.0997Delta0.0162Gamma556.02Leverage Ratio-0.3339Theta0.0019Rho55.41Eff Leverage0.0406Vega