0.84Open1.04Pre Close3 Volume29 Open Interest16.50Strike Price237.00Turnover40.58%IV0.20%PremiumDec 6, 2024Expiry Date0.76Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8734Delta0.2816Gamma21.57Leverage Ratio-0.0203Theta0.0016Rho18.84Eff Leverage0.0038Vega