0.19Open0.22Pre Close16 Volume119 Open Interest42.50Strike Price249.00Turnover21.02%IV1.56%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.2994Delta0.4078Gamma279.90Leverage Ratio-0.0476Theta0.0012Rho83.80Eff Leverage0.0141Vega