0.35Open0.65Pre Close4 Volume724 Open Interest105.00Strike Price242.00Turnover23.42%IV3.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.2149Delta0.0664Gamma179.97Leverage Ratio-0.0564Theta-0.0065Rho-38.68Eff Leverage0.0549Vega