0.57Open0.60Pre Close5 Volume719 Open Interest3.50Strike Price239.00Turnover237.70%IV1.56%PremiumDec 6, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7842Delta0.6953Gamma8.63Leverage Ratio-0.0474Theta-0.0001Rho-6.77Eff Leverage0.0005Vega