0.20Open0.10Pre Close9 Volume32 Open Interest14.00Strike Price250.00Turnover21.71%IV0.07%PremiumJul 12, 2024Expiry Date0.24Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9115Delta0.8807Gamma56.96Leverage Ratio-0.0094Theta0.0004Rho51.92Eff Leverage0.0013Vega