20.66Open18.95Pre Close134 Volume75 Open Interest855.00Strike Price254.17KTurnover40.05%IV1.32%PremiumJul 26, 2024Expiry Date10.97Intrinsic Value100Multiplier3DDays to Expiry11.43Extrinsic Value100Contract SizeAmericanOptions Type0.6349Delta0.0106Gamma42.19Leverage Ratio-1.9384Theta0.0555Rho26.78Eff Leverage0.3333Vega