0.47Open1.10Pre Close7 Volume301 Open Interest26.50Strike Price248.00Turnover34.28%IV0.49%PremiumDec 6, 2024Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6394Delta0.5683Gamma68.51Leverage Ratio-0.0776Theta0.0009Rho43.81Eff Leverage0.0072Vega