0.09Open0.10Pre Close28 Volume420 Open Interest2.00Strike Price247.00Turnover71.15%IV3.05%PremiumSep 6, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5626Delta2.6681Gamma26.27Leverage Ratio-0.0075Theta-0.0001Rho-14.78Eff Leverage0.0008Vega