0.05Open0.15Pre Close50 Volume164 Open Interest47.00Strike Price250.00Turnover15.28%IV1.60%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1515Delta0.3668Gamma926.20Leverage Ratio-0.0252Theta0.0006Rho140.29Eff Leverage0.0098Vega