0.56Open0.85Pre Close4 Volume24 Open Interest5.00Strike Price246.00Turnover130.17%IV12.12%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier21DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.4682Delta0.2608Gamma8.61Leverage Ratio-0.0142Theta-0.0016Rho-4.03Eff Leverage0.0047Vega