0.02Open0.03Pre Close134 Volume3.20K Open Interest28.50Strike Price247.00Turnover40.25%IV7.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0454Delta0.0878Gamma1328.00Leverage Ratio-0.0118Theta0.0001Rho60.28Eff Leverage0.0026Vega