0.60Open0.71Pre Close5 Volume30 Open Interest11.00Strike Price294.00Turnover47.84%IV2.39%PremiumDec 20, 2024Expiry Date0.30Intrinsic Value100Multiplier7DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6741Delta0.4805Gamma23.79Leverage Ratio-0.0207Theta0.0014Rho16.04Eff Leverage0.0056Vega