0.04Open0.01Pre Close83 Volume63 Open Interest46.50Strike Price253.00Turnover28.52%IV3.27%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0804Delta0.1542Gamma1287.11Leverage Ratio-0.0286Theta0.0002Rho103.49Eff Leverage0.0051Vega