0.25Open0.56Pre Close10 Volume3 Open Interest7.50Strike Price250.00Turnover27.15%IV1.17%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier12DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6847Delta0.9387Gamma30.64Leverage Ratio-0.0063Theta0.0017Rho20.98Eff Leverage0.0050Vega