0.05Open0.04Pre Close83 Volume3.84K Open Interest26.00Strike Price254.00Turnover67.17%IV13.47%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0340Delta0.0495Gamma917.60Leverage Ratio-0.0131Theta0.0001Rho31.23Eff Leverage0.0017Vega