0.04Open0.04Pre Close112 Volume418 Open Interest41.50Strike Price248.00Turnover20.33%IV3.74%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0392Delta0.0902Gamma2872.67Leverage Ratio-0.0081Theta-0.0002Rho-112.73Eff Leverage0.0039Vega