1.05Open0.90Pre Close3 Volume86 Open Interest15.00Strike Price296.00Turnover76.05%IV1.67%PremiumDec 13, 2024Expiry Date0.60Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7681Delta0.3492Gamma21.52Leverage Ratio-0.0729Theta0.0006Rho16.53Eff Leverage0.0035Vega