0.22Open0.29Pre Close12 Volume156 Open Interest25.00Strike Price249.00Turnover35.85%IV1.29%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.3314Delta0.7837Gamma247.90Leverage Ratio-0.0875Theta0.0002Rho82.15Eff Leverage0.0047Vega