0.10Open0.07Pre Close43 Volume322 Open Interest27.00Strike Price254.00Turnover117.81%IV18.08%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0309Delta0.0194Gamma731.33Leverage Ratio-0.0316Theta-0.0001Rho-22.60Eff Leverage0.0021Vega