0.11Open0.04Pre Close12.59K Volume13.16K Open Interest6.50Strike Price240.51KTurnover58.92%IV1.37%PremiumDec 6, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5953Delta1.3789Gamma45.24Leverage Ratio-0.0334Theta0.0002Rho26.93Eff Leverage0.0018Vega