0.10Open0.15Pre Close37 Volume228 Open Interest74.00Strike Price246.00Turnover65.99%IV10.50%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0675Delta0.0303Gamma536.32Leverage Ratio-0.0719Theta0.0004Rho36.22Eff Leverage0.0085Vega