0.30Open0.67Pre Close9 Volume762 Open Interest100.00Strike Price254.00Turnover15.31%IV4.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.1439Delta0.0733Gamma480.70Leverage Ratio-0.0234Theta0.0060Rho69.18Eff Leverage0.0457Vega