0.26Open0.50Pre Close8 Volume167 Open Interest86.00Strike Price249.00Turnover19.86%IV1.19%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.3460Delta0.2607Gamma262.77Leverage Ratio-0.1159Theta0.0020Rho90.93Eff Leverage0.0263Vega