0.60Open0.55Pre Close4 Volume221 Open Interest5.00Strike Price240.00Turnover78.92%IV2.75%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier19DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7191Delta0.3427Gamma8.38Leverage Ratio-0.0092Theta0.0017Rho6.03Eff Leverage0.0042Vega