2.40Open4.16Pre Close1 Volume2 Open Interest35.00Strike Price240.00Turnover52.28%IV2.01%PremiumJan 17, 2025Expiry Date1.73Intrinsic Value100Multiplier21DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.6288Delta0.0918Gamma12.55Leverage Ratio-0.0356Theta-0.0115Rho-7.89Eff Leverage0.0300Vega