0.26Open0.37Pre Close9 Volume331 Open Interest73.00Strike Price240.00Turnover32.12%IV1.68%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.2689Delta0.1994Gamma269.02Leverage Ratio-0.1679Theta-0.0009Rho-72.33Eff Leverage0.0170Vega