2.40Open4.35Pre Close1 Volume46 Open Interest49.00Strike Price240.00Turnover70.85%IV10.44%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.4332Delta0.0459Gamma18.80Leverage Ratio-0.0715Theta0.0120Rho8.15Eff Leverage0.0476Vega