0.08Open0.07Pre Close28 Volume1.37K Open Interest207.50Strike Price246.00Turnover41.62%IV4.50%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0420Delta0.0155Gamma2171.70Leverage Ratio-0.0986Theta-0.0004Rho-91.27Eff Leverage0.0125Vega