0.65Open0.70Pre Close4 Volume20 Open Interest45.00Strike Price250.00Turnover12.81%IV1.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4975Delta0.2815Gamma81.55Leverage Ratio-0.0155Theta0.0132Rho40.57Eff Leverage0.0441Vega