0.10Open0.10Pre Close26 Volume11 Open Interest38.00Strike Price239.00Turnover57.80%IV30.04%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0513Delta0.0239Gamma325.44Leverage Ratio-0.0093Theta0.0010Rho16.71Eff Leverage0.0080Vega