0.15Open0.14Pre Close26 Volume523 Open Interest41.00Strike Price253.00Turnover191.01%IV20.19%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0408Delta0.0254Gamma621.27Leverage Ratio-0.0550Theta0.0000Rho25.36Eff Leverage0.0016Vega