0.60Open0.60Pre Close4 Volume0 Open Interest2.00Strike Price246.00Turnover168.91%IV6.90%PremiumJan 17, 2025Expiry Date0.55Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7292Delta0.5803Gamma2.32Leverage Ratio-0.0046Theta-0.0008Rho-1.69Eff Leverage0.0011Vega