0.03Open0.03Pre Close82 Volume296 Open Interest18.50Strike Price239.00Turnover51.23%IV4.25%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1030Delta0.3475Gamma711.00Leverage Ratio-0.0250Theta0.0001Rho73.22Eff Leverage0.0018Vega