2.51Open2.55Pre Close1 Volume198 Open Interest92.50Strike Price251.00Turnover18.39%IV1.59%PremiumJan 17, 2025Expiry Date1.02Intrinsic Value100Multiplier19DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type0.6306Delta0.0946Gamma41.11Leverage Ratio-0.0456Theta0.0305Rho25.92Eff Leverage0.0818Vega