2.47Open2.77Pre Close1 Volume1.01K Open Interest85.00Strike Price247.00Turnover34.15%IV2.82%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier24DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.5344Delta0.0529Gamma27.01Leverage Ratio-0.0669Theta0.0283Rho14.43Eff Leverage0.0874Vega