0.05Open0.05Pre Close48 Volume10 Open Interest116.00Strike Price240.00Turnover68.79%IV17.76%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0187Delta0.0060Gamma1971.00Leverage Ratio-0.0306Theta0.0002Rho36.78Eff Leverage0.0050Vega