2.40Open7.95Pre Close1 Volume5 Open Interest105.00Strike Price240.00Turnover29.89%IV1.45%PremiumSep 20, 2024Expiry Date0.87Intrinsic Value100Multiplier7DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.5939Delta0.0857Gamma45.54Leverage Ratio-0.1297Theta0.0124Rho27.04Eff Leverage0.0587Vega