0.15Open0.15Pre Close13 Volume226 Open Interest53.00Strike Price247.00Turnover18.02%IV5.23%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.1547Delta0.1076Gamma288.57Leverage Ratio-0.0132Theta0.0045Rho44.63Eff Leverage0.0292Vega