0.15Open0.06Pre Close16 Volume23 Open Interest65.00Strike Price240.00Turnover31.67%IV3.75%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1558Delta0.1281Gamma418.63Leverage Ratio-0.0696Theta0.0008Rho65.23Eff Leverage0.0141Vega