0.15Open0.17Pre Close31 Volume175 Open Interest97.00Strike Price241.00Turnover34.88%IV1.54%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0852Delta0.1516Gamma2389.25Leverage Ratio-0.2261Theta0.0001Rho203.55Eff Leverage0.0046Vega