0.04Open0.07Pre Close55 Volume1.51K Open Interest5.00Strike Price248.00Turnover27.72%IV6.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.3407Delta1.0673Gamma59.63Leverage Ratio-0.0028Theta0.0010Rho20.32Eff Leverage0.0045Vega