0.04Open0.01Pre Close83 Volume63 Open Interest46.50Strike Price253.00Turnover31.09%IV3.06%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1023Delta0.1718Gamma902.80Leverage Ratio-0.0399Theta0.0002Rho92.31Eff Leverage0.0060Vega