0.80Open0.95Pre Close3 Volume45 Open Interest58.00Strike Price240.00Turnover23.73%IV0.58%PremiumDec 6, 2024Expiry Date0.46Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.6477Delta0.2817Gamma73.08Leverage Ratio-0.0845Theta0.0033Rho47.33Eff Leverage0.0206Vega