3.30Open2.44Pre Close824 Volume870 Open Interest122.00Strike Price246.78KTurnover52.82%IV2.08%PremiumDec 20, 2024Expiry Date0.60Intrinsic Value100Multiplier4DDays to Expiry2.55Extrinsic Value100Contract SizeAmericanOptions Type0.5200Delta0.0575Gamma39.23Leverage Ratio-0.3569Theta0.0070Rho20.40Eff Leverage0.0523Vega