0.60Open0.82Pre Close10.36K Volume3.63K Open Interest7.50Strike Price246.80KTurnover138.02%IV5.65%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3495Delta0.6680Gamma57.93Leverage Ratio-0.1170Theta0.0001Rho20.25Eff Leverage0.0015Vega