2.53Open1.80Pre Close1 Volume1 Open Interest7.50Strike Price253.00Turnover5213.63%IV1.39%PremiumAug 16, 2024Expiry Date2.46Intrinsic Value100Multiplier-2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8288Delta0.1429Gamma1.94Leverage Ratio-13.4134Theta0.0000Rho-1.61Eff Leverage0.0001Vega