0.35Open0.65Pre Close4 Volume724 Open Interest105.00Strike Price242.00Turnover23.74%IV2.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.2634Delta0.0736Gamma148.30Leverage Ratio-0.0635Theta-0.0079Rho-39.06Eff Leverage0.0611Vega