0.63Open0.85Pre Close4 Volume213 Open Interest17.00Strike Price254.00Turnover50.77%IV2.32%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier5DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6122Delta0.3728Gamma31.36Leverage Ratio-0.0424Theta0.0014Rho19.20Eff Leverage0.0078Vega