0.05Open0.01Pre Close94 Volume645 Open Interest370.00Strike Price253.00Turnover142.06%IV32.33%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0025Delta0.0003Gamma13981.00Leverage Ratio-0.0200Theta0.0000Rho35.21Eff Leverage0.0015Vega