2.40Open2.55Pre Close1 Volume25 Open Interest35.50Strike Price240.00Turnover4065.82%IV0.54%PremiumDec 27, 2024Expiry Date2.22Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9017Delta0.1050Gamma15.09Leverage Ratio-257.6081Theta0.0000Rho-13.61Eff Leverage0.0001Vega