0.02Open0.09Pre Close79 Volume257 Open Interest68.00Strike Price249.00Turnover31.17%IV2.25%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0530Delta0.1203Gamma3326.00Leverage Ratio-0.0681Theta0.0001Rho176.39Eff Leverage0.0031Vega