0.23Open0.31Pre Close12 Volume32 Open Interest250.00Strike Price254.00Turnover49.05%IV14.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.0668Delta0.0070Gamma417.58Leverage Ratio-0.1087Theta0.0042Rho27.91Eff Leverage0.0488Vega