0.41Open0.56Pre Close6 Volume203 Open Interest5.50Strike Price252.00Turnover51.36%IV3.10%PremiumJan 17, 2025Expiry Date0.34Intrinsic Value100Multiplier15DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.7088Delta0.6465Gamma12.14Leverage Ratio-0.0058Theta-0.0014Rho-8.61Eff Leverage0.0036Vega