1.23Open2.86Pre Close2 Volume49 Open Interest75.00Strike Price246.00Turnover17.83%IV1.62%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier16DDays to Expiry1.22Extrinsic Value100Contract SizeAmericanOptions Type0.5364Delta0.1413Gamma62.51Leverage Ratio-0.0399Theta0.0172Rho33.53Eff Leverage0.0627Vega