0.05Open0.30Pre Close48 Volume106 Open Interest17.50Strike Price240.00Turnover56.20%IV23.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0340Delta0.0214Gamma456.80Leverage Ratio-0.0047Theta-0.0005Rho-15.54Eff Leverage0.0047Vega