0.60Open0.50Pre Close4 Volume2 Open Interest65.00Strike Price240.00Turnover13.17%IV1.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.4048Delta0.1920Gamma111.86Leverage Ratio-0.0221Theta0.0145Rho45.29Eff Leverage0.0594Vega