0.45Open0.35Pre Close6 Volume606 Open Interest2.50Strike Price240.00Turnover87.05%IV5.56%PremiumOct 18, 2024Expiry Date0.20Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6808Delta0.5909Gamma7.71Leverage Ratio-0.0047Theta0.0010Rho5.25Eff Leverage0.0025Vega