2.46Open3.14Pre Close1 Volume264 Open Interest82.00Strike Price246.00Turnover38.78%IV1.21%PremiumDec 13, 2024Expiry Date1.45Intrinsic Value100Multiplier1DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type0.8170Delta0.1419Gamma47.82Leverage Ratio-0.1933Theta0.0022Rho39.07Eff Leverage0.0128Vega