0.12Open0.20Pre Close21 Volume876 Open Interest52.50Strike Price253.00Turnover25.44%IV7.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1016Delta0.0670Gamma390.64Leverage Ratio-0.0146Theta0.0022Rho39.69Eff Leverage0.0185Vega