0.03Open0.04Pre Close56 Volume96 Open Interest13.00Strike Price242.00Turnover115.05%IV20.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0718Delta0.1042Gamma270.75Leverage Ratio-0.0200Theta0.0001Rho19.45Eff Leverage0.0016Vega