0.10Open0.15Pre Close37 Volume264 Open Interest74.00Strike Price246.00Turnover66.96%IV10.50%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0675Delta0.0302Gamma536.32Leverage Ratio-0.0736Theta0.0004Rho36.22Eff Leverage0.0084Vega