0.05Open0.01Pre Close31 Volume301 Open Interest55.00Strike Price242.00Turnover26.55%IV1.25%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1566Delta0.3911Gamma1087.40Leverage Ratio-0.1124Theta0.0002Rho170.25Eff Leverage0.0055Vega