0.70Open0.30Pre Close2.81K Volume4.60K Open Interest37.00Strike Price246.47KTurnover68.73%IV-0.36%PremiumJul 26, 2024Expiry Date0.81Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7046Delta0.2421Gamma33.98Leverage Ratio-0.2325Theta-0.0008Rho-23.94Eff Leverage0.0072Vega