0.35Open0.35Pre Close8 Volume228 Open Interest29.00Strike Price240.00Turnover42.42%IV11.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2226Delta0.0963Gamma74.70Leverage Ratio-0.0170Theta0.0042Rho16.63Eff Leverage0.0217Vega