0.80Open0.40Pre Close3 Volume240 Open Interest55.00Strike Price240.00Turnover26.55%IV5.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.3320Delta0.0956Gamma66.26Leverage Ratio-0.0281Theta0.0122Rho22.00Eff Leverage0.0519Vega