2.40Open3.30Pre Close1 Volume2 Open Interest71.00Strike Price240.00Turnover50.67%IV-0.47%PremiumJul 26, 2024Expiry Date2.75Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7768Delta0.0772Gamma22.35Leverage Ratio-0.1600Theta0.0058Rho17.36Eff Leverage0.0228Vega