0.05Open0.05Pre Close51 Volume720 Open Interest61.80Strike Price253.00Turnover43.24%IV7.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0357Delta0.0367Gamma1924.67Leverage Ratio-0.0236Theta0.0001Rho68.79Eff Leverage0.0039Vega