You are a trader in S&P 500 Index options for an investment bank. You want to be able to compare exercise prices better between various days to expiration, so you choose to normalize the volatility surface using moneyness. Calculate the moneyness of the Jan 2250 exercise price (30 days to expiration) when the S&P 500 spot price is 2400, and the at-the-money (ATM) implied volatility is 9.50%. Show all work.