0.12Open0.15Pre Close21 Volume959 Open Interest15.00Strike Price247.00Turnover168.26%IV87.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1304Delta0.0578Gamma40.60Leverage Ratio-0.0148Theta0.0006Rho5.30Eff Leverage0.0046Vega