0.44Open0.30Pre Close5 Volume321 Open Interest5.00Strike Price242.00Turnover40.01%IV2.23%PremiumSep 20, 2024Expiry Date0.38Intrinsic Value100Multiplier26DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7798Delta0.5141Gamma11.33Leverage Ratio-0.0038Theta0.0027Rho8.83Eff Leverage0.0043Vega