0.80Open0.65Pre Close3 Volume419 Open Interest12.50Strike Price240.00Turnover63.68%IV1.60%PremiumSep 20, 2024Expiry Date0.59Intrinsic Value100Multiplier7DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7137Delta0.2863Gamma15.87Leverage Ratio-0.0291Theta0.0017Rho11.32Eff Leverage0.0063Vega