5.25Open6.10Pre Close615 Volume1.12K Open Interest427.50Strike Price248.92KTurnover30.18%IV0.25%PremiumJan 10, 2025Expiry Date2.94Intrinsic Value100Multiplier1DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6875Delta0.0606Gamma104.19Leverage Ratio-1.3557Theta-0.0056Rho-71.62Eff Leverage0.0686Vega