0.10Open0.14Pre Close16 Volume400 Open Interest100.00Strike Price247.00Turnover250.41%IV80.70%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0183Delta0.0031Gamma615.44Leverage Ratio-0.0614Theta0.0001Rho11.29Eff Leverage0.0026Vega