0.17Open0.07Pre Close15 Volume701 Open Interest135.00Strike Price247.00Turnover28.03%IV7.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0673Delta0.0216Gamma716.11Leverage Ratio-0.0362Theta0.0024Rho48.21Eff Leverage0.0280Vega