2.46Open2.16Pre Close1 Volume262 Open Interest22.00Strike Price246.00Turnover57.56%IV0.04%PremiumDec 6, 2024Expiry Date2.45Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9899Delta0.0238Gamma9.02Leverage Ratio-0.0062Theta0.0014Rho8.93Eff Leverage0.0005Vega