0.60Open0.82Pre Close10.36K Volume3.63K Open Interest7.50Strike Price246.79KTurnover152.88%IV4.87%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3275Delta0.5930Gamma41.69Leverage Ratio-0.1192Theta0.0001Rho13.65Eff Leverage0.0014Vega