0.10Open0.12Pre Close25 Volume3.50K Open Interest5.00Strike Price251.00Turnover99.93%IV31.78%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2005Delta0.2791Gamma38.70Leverage Ratio-0.0058Theta0.0005Rho7.76Eff Leverage0.0028Vega