3.26Open3.30Pre Close869 Volume1.72K Open Interest148.00Strike Price247.38KTurnover36.30%IV0.12%PremiumDec 6, 2024Expiry Date3.57Intrinsic Value100Multiplier1DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.8638Delta0.0728Gamma38.52Leverage Ratio-0.1898Theta-0.0036Rho-33.27Eff Leverage0.0182Vega