0.60Open0.40Pre Close4 Volume34 Open Interest2.50Strike Price248.00Turnover97.70%IV2.54%PremiumDec 20, 2024Expiry Date0.53Intrinsic Value100Multiplier32DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7319Delta0.5772Gamma3.43Leverage Ratio-0.0028Theta-0.0014Rho-2.51Eff Leverage0.0020Vega