0.26Open0.19Pre Close10 Volume20 Open Interest80.00Strike Price248.00Turnover17.58%IV1.48%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.2656Delta0.2334Gamma351.38Leverage Ratio-0.0670Theta0.0021Rho93.32Eff Leverage0.0262Vega