0.81Open0.73Pre Close3 Volume303 Open Interest7.50Strike Price246.00Turnover129.16%IV0.60%PremiumJul 19, 2024Expiry Date0.80Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7676Delta0.3260Gamma7.32Leverage Ratio-0.0332Theta-0.0006Rho-5.62Eff Leverage0.0022Vega