0.21Open0.32Pre Close10 Volume1.94K Open Interest76.50Strike Price249.00Turnover24.89%IV1.65%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.2664Delta0.2034Gamma292.30Leverage Ratio-0.1082Theta-0.0014Rho-77.88Eff Leverage0.0213Vega