0.60Open1.05Pre Close4 Volume10 Open Interest43.00Strike Price240.00Turnover37.04%IV1.21%PremiumJul 19, 2024Expiry Date0.08Intrinsic Value100Multiplier4DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.5071Delta0.2265Gamma59.42Leverage Ratio-0.0866Theta0.0026Rho30.13Eff Leverage0.0190Vega