0.16Open0.15Pre Close24 Volume1.60K Open Interest62.50Strike Price249.00Turnover36.61%IV5.23%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0811Delta0.0729Gamma793.07Leverage Ratio-0.0430Theta0.0004Rho64.35Eff Leverage0.0085Vega