0.27Open0.15Pre Close15 Volume74 Open Interest94.00Strike Price253.00Turnover45.61%IV9.40%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0209Delta0.0098Gamma2593.00Leverage Ratio-0.0243Theta-0.0002Rho-54.10Eff Leverage0.0056Vega