2.49Open2.35Pre Close1 Volume131 Open Interest77.50Strike Price249.00Turnover35.96%IV4.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type0.4820Delta0.0551Gamma30.87Leverage Ratio-0.0619Theta0.0237Rho14.88Eff Leverage0.0802Vega