0.08Open0.17Pre Close26 Volume172 Open Interest53.00Strike Price252.00Turnover58.67%IV1.80%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.2332Delta0.2716Gamma347.10Leverage Ratio-0.3737Theta-0.0002Rho-80.94Eff Leverage0.0059Vega