0.08Open0.11Pre Close33 Volume314 Open Interest25.50Strike Price242.00Turnover33.35%IV3.31%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1951Delta0.3456Gamma291.53Leverage Ratio-0.0332Theta0.0004Rho56.87Eff Leverage0.0066Vega