0.43Open0.72Pre Close6 Volume226 Open Interest180.00Strike Price246.00Turnover49.46%IV1.91%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.3257Delta0.0586Gamma137.78Leverage Ratio-0.7065Theta0.0028Rho44.88Eff Leverage0.0447Vega