0.30Open0.20Pre Close8 Volume738 Open Interest13.00Strike Price246.00Turnover37.80%IV4.72%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4060Delta0.3930Gamma46.18Leverage Ratio-0.0132Theta0.0021Rho18.75Eff Leverage0.0101Vega