0.12Open0.14Pre Close21 Volume105 Open Interest66.00Strike Price252.00Turnover45.93%IV14.06%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0611Delta0.0257Gamma483.08Leverage Ratio-0.0245Theta0.0011Rho29.50Eff Leverage0.0123Vega