0.35Open0.65Pre Close4 Volume724 Open Interest105.00Strike Price242.00Turnover23.33%IV3.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.2594Delta0.0741Gamma153.69Leverage Ratio-0.0617Theta-0.0079Rho-39.86Eff Leverage0.0608Vega