0.45Open1.00Pre Close5 Volume380 Open Interest11.00Strike Price239.00Turnover144.01%IV4.22%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.4906Delta0.2431Gamma15.59Leverage Ratio-0.0874Theta-0.0006Rho-7.65Eff Leverage0.0045Vega