0.05Open0.10Pre Close48 Volume163 Open Interest1.50Strike Price252.00Turnover65.70%IV5.41%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier20DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.4987Delta1.7546Gamma14.80Leverage Ratio-0.0022Theta-0.0004Rho-7.38Eff Leverage0.0014Vega