0.60Open0.50Pre Close4 Volume20 Open Interest22.00Strike Price240.00Turnover16.52%IV0.70%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6677Delta0.4241Gamma35.92Leverage Ratio-0.0056Theta-0.0071Rho-23.98Eff Leverage0.0198Vega