0.85Open1.28Pre Close3 Volume29 Open Interest39.00Strike Price240.00Turnover37.34%IV1.22%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier4DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.5646Delta0.2570Gamma52.43Leverage Ratio-0.0833Theta0.0023Rho29.60Eff Leverage0.0162Vega