2.54Open3.19Pre Close1 Volume29 Open Interest41.00Strike Price254.00Turnover59.43%IV4.61%PremiumDec 20, 2024Expiry Date0.62Intrinsic Value100Multiplier11DDays to Expiry1.92Extrinsic Value100Contract SizeAmericanOptions Type0.5832Delta0.0912Gamma20.30Leverage Ratio-0.0809Theta0.0066Rho11.84Eff Leverage0.0281Vega