0.23Open0.31Pre Close12 Volume40 Open Interest250.00Strike Price254.00Turnover50.05%IV14.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.0668Delta0.0070Gamma417.58Leverage Ratio-0.1129Theta0.0040Rho27.91Eff Leverage0.0479Vega