0.10Open0.16Pre Close22 Volume245 Open Interest64.00Strike Price247.00Turnover26.44%IV2.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1844Delta0.1513Gamma416.01Leverage Ratio-0.0577Theta0.0013Rho76.72Eff Leverage0.0177Vega