0.40Open0.35Pre Close9 Volume2.16K Open Interest4.00Strike Price296.00Turnover96.68%IV8.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.5363Delta0.4403Gamma11.34Leverage Ratio-0.0092Theta0.0010Rho6.08Eff Leverage0.0037Vega