0.37Open0.50Pre Close7 Volume450 Open Interest70.00Strike Price254.00Turnover43.90%IV12.22%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1024Delta0.0214Gamma186.71Leverage Ratio-0.0345Theta-0.0044Rho-19.12Eff Leverage0.0339Vega