0.06Open0.11Pre Close38 Volume104 Open Interest31.50Strike Price249.00Turnover36.70%IV3.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1499Delta0.1936Gamma344.11Leverage Ratio-0.0373Theta-0.0005Rho-51.58Eff Leverage0.0076Vega
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