0.10Open0.09Pre Close38 Volume251 Open Interest87.00Strike Price248.00Turnover22.71%IV3.82%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0600Delta0.0610Gamma1676.80Leverage Ratio-0.0273Theta0.0005Rho100.59Eff Leverage0.0102Vega