0.20Open0.65Pre Close9 Volume38 Open Interest102.00Strike Price249.00Turnover27.38%IV6.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.1075Delta0.0407Gamma417.17Leverage Ratio-0.0390Theta0.0030Rho44.83Eff Leverage0.0307Vega