1.20Open1.95Pre Close2 Volume12 Open Interest33.50Strike Price240.00Turnover59.61%IV1.55%PremiumAug 16, 2024Expiry Date0.67Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.6437Delta0.1816Gamma43.53Leverage Ratio-0.1133Theta0.0021Rho28.02Eff Leverage0.0128Vega