0.90Open0.83Pre Close3 Volume10 Open Interest49.50Strike Price254.00Turnover48.39%IV1.44%PremiumOct 11, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.4909Delta0.1598Gamma49.47Leverage Ratio-0.1312Theta-0.0025Rho-24.29Eff Leverage0.0206Vega