0.03Open0.04Pre Close56 Volume160 Open Interest105.00Strike Price249.00Turnover24.35%IV4.93%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0309Delta0.0277Gamma3336.67Leverage Ratio-0.0188Theta0.0003Rho103.23Eff Leverage0.0072Vega