0.05Open0.03Pre Close50 Volume610 Open Interest80.00Strike Price250.00Turnover69.00%IV20.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0232Delta0.0092Gamma1333.80Leverage Ratio-0.0233Theta0.0002Rho30.94Eff Leverage0.0047Vega