0.09Open0.10Pre Close28 Volume420 Open Interest2.00Strike Price247.00Turnover69.76%IV3.05%PremiumSep 6, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.5624Delta2.6674Gamma26.27Leverage Ratio-0.0072Theta-0.0001Rho-14.77Eff Leverage0.0008Vega