0.80Open0.95Pre Close3 Volume45 Open Interest58.00Strike Price240.00Turnover30.90%IV0.84%PremiumDec 6, 2024Expiry Date0.31Intrinsic Value100Multiplier4DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.5649Delta0.2081Gamma63.04Leverage Ratio-0.1026Theta0.0035Rho35.61Eff Leverage0.0241Vega