1.33Open2.94Pre Close2 Volume155 Open Interest47.50Strike Price240.00Turnover34.82%IV0.53%PremiumAug 2, 2024Expiry Date0.82Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7300Delta0.1980Gamma42.20Leverage Ratio-0.0861Theta0.0033Rho30.80Eff Leverage0.0159Vega