0.77Open1.35Pre Close3 Volume51 Open Interest485.00Strike Price239.00Turnover21.04%IV8.91%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.0765Delta0.0059Gamma540.73Leverage Ratio-0.0744Theta0.0227Rho41.37Eff Leverage0.1674Vega