0.25Open2.70Pre Close10 Volume6 Open Interest1770.00Strike Price250.00Turnover81.06%IV8.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0120Delta0.0005Gamma6500.60Leverage Ratio-1.0946Theta0.0004Rho78.10Eff Leverage0.0235Vega