2.53Open0.60Pre Close1 Volume202 Open Interest1500.00Strike Price253.00Turnover80.47%IV21.26%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type-0.0029Delta0.0001Gamma12678.80Leverage Ratio-0.1143Theta-0.0005Rho-36.88Eff Leverage0.0184Vega