0.15Open0.15Pre Close21 Volume749 Open Interest2.00Strike Price249.00Turnover110.04%IV-0.78%PremiumSep 6, 2024Expiry Date0.07Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6450Delta2.4152Gamma19.35Leverage Ratio-0.0169Theta-0.0001Rho-12.48Eff Leverage0.0005Vega