0.01Open0.01Pre Close249 Volume2.75K Open Interest470.00Strike Price249.00Turnover81.20%IV7.28%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0030Delta0.0008Gamma43811.00Leverage Ratio-0.1197Theta0.0000Rho131.18Eff Leverage0.0013Vega