2.54Open3.19Pre Close1 Volume29 Open Interest41.00Strike Price254.00Turnover51.09%IV2.91%PremiumDec 20, 2024Expiry Date1.31Intrinsic Value100Multiplier11DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type0.6545Delta0.0978Gamma18.20Leverage Ratio-0.0668Theta0.0077Rho11.91Eff Leverage0.0272Vega