2.54Open3.60Pre Close1 Volume30 Open Interest30.00Strike Price254.00Turnover28.88%IV0.99%PremiumOct 18, 2024Expiry Date2.22Intrinsic Value100Multiplier20DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8687Delta0.0969Gamma13.15Leverage Ratio-0.0149Theta0.0142Rho11.42Eff Leverage0.0162Vega