0.02Open0.01Pre Close245 Volume7.51K Open Interest6.00Strike Price246.00Turnover254.77%IV48.03%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0333Delta0.0906Gamma406.00Leverage Ratio-0.0088Theta0.0000Rho13.53Eff Leverage0.0002Vega