0.55Open0.65Pre Close5 Volume461 Open Interest260.00Strike Price249.00Turnover26.58%IV8.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.1290Delta0.0135Gamma246.73Leverage Ratio-0.0789Theta0.0178Rho31.83Eff Leverage0.1230Vega