0.78Open0.67Pre Close3.27K Volume3.13K Open Interest12.00Strike Price246.85KTurnover173.67%IV6.10%PremiumOct 11, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.5408Delta0.2084Gamma15.26Leverage Ratio-0.1380Theta0.0005Rho8.25Eff Leverage0.0044Vega