0.58Open0.70Pre Close4 Volume446 Open Interest100.00Strike Price239.00Turnover21.40%IV3.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.2376Delta0.0801Gamma186.42Leverage Ratio-0.0507Theta-0.0070Rho-44.30Eff Leverage0.0559Vega