0.42Open0.53Pre Close5 Volume119 Open Interest22.00Strike Price249.00Turnover44.15%IV2.32%PremiumDec 27, 2024Expiry Date0.20Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.5796Delta0.3834Gamma43.61Leverage Ratio-0.0500Theta-0.0014Rho-25.28Eff Leverage0.0090Vega