0.39Open0.40Pre Close7 Volume3.21K Open Interest31.00Strike Price249.00Turnover18.36%IV3.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3428Delta0.2520Gamma93.06Leverage Ratio-0.0119Theta0.0069Rho31.90Eff Leverage0.0292Vega