0.25Open0.11Pre Close32 Volume111 Open Interest5.00Strike Price240.00Turnover121.54%IV35.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1928Delta0.2568Gamma37.40Leverage Ratio-0.0073Theta0.0003Rho7.21Eff Leverage0.0024Vega