0.01Open0.05Pre Close22 Volume62 Open Interest297.50Strike Price242.00Turnover87.14%IV9.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0049Delta0.0011Gamma16447.50Leverage Ratio-0.1062Theta0.0000Rho-79.95Eff Leverage0.0021Vega