0.45Open0.41Pre Close25 Volume70 Open Interest30.50Strike Price247.00Turnover158.71%IV15.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0684Delta0.0549Gamma379.14Leverage Ratio-0.0700Theta0.0001Rho25.94Eff Leverage0.0020Vega