0.60Open0.60Pre Close4 Volume0 Open Interest2.00Strike Price246.00Turnover166.42%IV6.90%PremiumJan 17, 2025Expiry Date0.55Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7290Delta0.5804Gamma2.32Leverage Ratio-0.0044Theta-0.0008Rho-1.69Eff Leverage0.0011Vega