0.20Open0.25Pre Close15 Volume297 Open Interest3.00Strike Price250.00Turnover74.65%IV2.31%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.5645Delta1.4420Gamma24.24Leverage Ratio-0.0108Theta0.0002Rho13.68Eff Leverage0.0014Vega