0.90Open0.83Pre Close3 Volume10 Open Interest49.50Strike Price254.00Turnover49.69%IV1.44%PremiumOct 11, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.4911Delta0.1598Gamma49.47Leverage Ratio-0.1392Theta-0.0024Rho-24.30Eff Leverage0.0200Vega