2.50Open3.10Pre Close1 Volume53 Open Interest35.00Strike Price250.00Turnover54.27%IV4.61%PremiumDec 20, 2024Expiry Date0.93Intrinsic Value100Multiplier28DDays to Expiry1.57Extrinsic Value100Contract SizeAmericanOptions Type-0.5345Delta0.0783Gamma13.63Leverage Ratio-0.0346Theta-0.0137Rho-7.28Eff Leverage0.0374Vega