2.40Open5.50Pre Close1 Volume85 Open Interest50.00Strike Price240.00Turnover38.88%IV3.15%PremiumNov 15, 2024Expiry Date0.85Intrinsic Value100Multiplier25DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type-0.5368Delta0.0796Gamma20.48Leverage Ratio-0.0368Theta-0.0171Rho-10.99Eff Leverage0.0514Vega