0.40Open0.38Pre Close6 Volume11 Open Interest37.50Strike Price240.00Turnover35.51%IV9.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1771Delta0.0615Gamma96.26Leverage Ratio-0.0170Theta-0.0058Rho-17.05Eff Leverage0.0309Vega