0.40Open0.30Pre Close8 Volume415 Open Interest4.00Strike Price251.00Turnover94.45%IV2.32%PremiumJul 26, 2024Expiry Date0.21Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6955Delta0.8935Gamma12.63Leverage Ratio-0.0157Theta-0.0003Rho-8.78Eff Leverage0.0015Vega