0.58Open0.41Pre Close4 Volume44 Open Interest232.50Strike Price249.00Turnover47.73%IV6.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.1574Delta0.0216Gamma302.92Leverage Ratio-0.3271Theta0.0038Rho47.68Eff Leverage0.0563Vega