2.51Open2.05Pre Close1 Volume23 Open Interest4.00Strike Price251.00Turnover108.21%IV1.72%PremiumSep 20, 2024Expiry Date2.40Intrinsic Value100Multiplier27DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9596Delta0.0458Gamma2.61Leverage Ratio-0.0035Theta0.0028Rho2.51Eff Leverage0.0015Vega