0.75Open1.06Pre Close3 Volume60 Open Interest39.00Strike Price248.00Turnover19.48%IV1.85%PremiumNov 15, 2024Expiry Date0.13Intrinsic Value100Multiplier25DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.5674Delta0.1959Gamma42.30Leverage Ratio-0.0183Theta0.0147Rho24.00Eff Leverage0.0405Vega