0.04Open0.03Pre Close153 Volume344 Open Interest56.00Strike Price249.00Turnover103.86%IV9.08%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0189Delta0.0162Gamma3079.00Leverage Ratio-0.0832Theta0.0000Rho-58.29Eff Leverage0.0013Vega