0.30Open0.75Pre Close8 Volume11 Open Interest17.00Strike Price240.00Turnover67.20%IV6.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3275Delta0.2464Gamma54.17Leverage Ratio-0.0420Theta0.0009Rho17.74Eff Leverage0.0079Vega