0.70Open0.80Pre Close17.68K Volume1.96K Open Interest13.00Strike Price246.75KTurnover169.08%IV0.08%PremiumDec 13, 2024Expiry Date0.01Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.4204Delta7.9625Gamma866.00Leverage Ratio-5.4284Theta0.0000Rho-364.06Eff Leverage0.0001Vega