0.20Open0.20Pre Close22 Volume45 Open Interest100.00Strike Price240.00Turnover135.47%IV24.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0298Delta0.0075Gamma804.50Leverage Ratio-0.0848Theta0.0002Rho23.98Eff Leverage0.0045Vega