0.81Open0.53Pre Close3 Volume14 Open Interest180.00Strike Price247.00Turnover32.85%IV3.46%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.1882Delta0.0405Gamma265.11Leverage Ratio-0.2044Theta-0.0040Rho-49.88Eff Leverage0.0547Vega