0.03Open0.04Pre Close93 Volume4.11K Open Interest65.00Strike Price246.00Turnover38.68%IV7.67%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0231Delta0.0191Gamma2814.80Leverage Ratio-0.0156Theta-0.0002Rho-64.96Eff Leverage0.0040Vega