0.07Open0.05Pre Close46 Volume51 Open Interest25.50Strike Price247.00Turnover123.39%IV20.33%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0703Delta0.0534Gamma283.33Leverage Ratio-0.0442Theta0.0001Rho19.92Eff Leverage0.0028Vega