1.33Open2.94Pre Close2 Volume155 Open Interest47.50Strike Price240.00Turnover28.65%IV0.35%PremiumAug 2, 2024Expiry Date0.90Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.7655Delta0.2237Gamma36.95Leverage Ratio-0.0665Theta0.0035Rho28.28Eff Leverage0.0147Vega