2.42Open2.72Pre Close1 Volume321 Open Interest69.00Strike Price242.00Turnover16.93%IV0.43%PremiumDec 20, 2024Expiry Date2.12Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.8637Delta0.1045Gamma29.94Leverage Ratio-0.0278Theta0.0178Rho25.86Eff Leverage0.0270Vega