0.25Open0.11Pre Close32 Volume111 Open Interest5.00Strike Price240.00Turnover119.77%IV35.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1929Delta0.2569Gamma37.40Leverage Ratio-0.0071Theta0.0004Rho7.21Eff Leverage0.0024Vega