0.03Open0.04Pre Close56 Volume160 Open Interest105.00Strike Price249.00Turnover23.11%IV4.93%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0310Delta0.0278Gamma3336.67Leverage Ratio-0.0174Theta0.0004Rho103.32Eff Leverage0.0076Vega