0.62Open0.90Pre Close4 Volume576 Open Interest12.00Strike Price251.00Turnover42.24%IV1.57%PremiumNov 15, 2024Expiry Date0.44Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6790Delta0.3359Gamma18.42Leverage Ratio-0.0138Theta0.0032Rho12.51Eff Leverage0.0090Vega