0.11Open6.34Pre Close11 Volume19 Open Interest155.00Strike Price247.00Turnover151.11%IV48.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.0518Delta0.0045Gamma223.49Leverage Ratio-0.1460Theta0.0011Rho11.57Eff Leverage0.0164Vega