0.46Open0.41Pre Close5 Volume165 Open Interest33.50Strike Price247.00Turnover214.78%IV19.60%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.1213Delta0.0260Gamma81.25Leverage Ratio-0.2670Theta-0.0004Rho-9.86Eff Leverage0.0073Vega