0.06Open0.11Pre Close44 Volume1.06K Open Interest207.50Strike Price252.00Turnover159.35%IV9.53%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0134Delta0.0033Gamma4586.20Leverage Ratio-0.5442Theta0.0000Rho-61.65Eff Leverage0.0023Vega