0.02Open0.03Pre Close134 Volume3.20K Open Interest28.50Strike Price247.00Turnover39.59%IV7.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0447Delta0.0853Gamma1324.75Leverage Ratio-0.0112Theta0.0001Rho59.25Eff Leverage0.0026Vega