0.04Open0.02Pre Close102 Volume908 Open Interest160.00Strike Price252.00Turnover107.85%IV13.21%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0033Delta0.0010Gamma18435.00Leverage Ratio-0.0474Theta0.0000Rho-61.27Eff Leverage0.0009Vega