0.20Open0.52Pre Close12 Volume10 Open Interest315.00Strike Price249.00Turnover67.27%IV14.11%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.0360Delta0.0040Gamma1004.40Leverage Ratio-0.1606Theta0.0011Rho36.18Eff Leverage0.0232Vega