0.10Open0.05Pre Close24 Volume2.49K Open Interest17.00Strike Price246.00Turnover27.91%IV2.12%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3031Delta0.8879Gamma223.27Leverage Ratio-0.0294Theta0.0004Rho67.67Eff Leverage0.0049Vega