0.35Open0.65Pre Close4 Volume724 Open Interest105.00Strike Price242.00Turnover22.69%IV3.63%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.2051Delta0.0669Gamma216.48Leverage Ratio-0.0533Theta-0.0062Rho-44.40Eff Leverage0.0532Vega