0.35Open1.18Pre Close6 Volume28 Open Interest230.00Strike Price249.00Turnover25.83%IV3.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1290Delta0.0323Gamma557.44Leverage Ratio-0.1594Theta-0.0033Rho-71.91Eff Leverage0.0530Vega