0.23Open0.31Pre Close12 Volume32 Open Interest250.00Strike Price254.00Turnover48.76%IV14.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.0669Delta0.0070Gamma417.58Leverage Ratio-0.1075Theta0.0042Rho27.92Eff Leverage0.0491Vega