0.11Open0.12Pre Close42 Volume67 Open Interest300.00Strike Price252.00Turnover92.00%IV31.95%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0017Delta0.0003Gamma22737.00Leverage Ratio-0.0087Theta0.0000Rho38.31Eff Leverage0.0012Vega