0.80Open0.85Pre Close3 Volume202 Open Interest22.00Strike Price239.00Turnover30.27%IV2.80%PremiumSep 20, 2024Expiry Date0.17Intrinsic Value100Multiplier13DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.5761Delta0.3028Gamma35.47Leverage Ratio-0.0206Theta0.0045Rho20.43Eff Leverage0.0167Vega