0.30Open0.67Pre Close9 Volume762 Open Interest100.00Strike Price254.00Turnover16.03%IV4.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.1630Delta0.0761Gamma428.49Leverage Ratio-0.0267Theta0.0068Rho69.86Eff Leverage0.0497Vega