0.05Open0.06Pre Close32 Volume72 Open Interest170.00Strike Price249.00Turnover1109.93%IV2.95%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0454Delta0.0354Gamma3303.40Leverage Ratio-155.1964Theta0.0000Rho149.84Eff Leverage0.0002Vega