0.30Open0.67Pre Close9 Volume762 Open Interest100.00Strike Price254.00Turnover15.14%IV4.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.1321Delta0.0701Gamma480.53Leverage Ratio-0.0217Theta0.0055Rho63.48Eff Leverage0.0431Vega