2.50Open3.70Pre Close1 Volume6 Open Interest17.00Strike Price250.00Turnover468.67%IV-0.42%PremiumNov 15, 2024Expiry Date2.56Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6483Delta0.0841Gamma4.19Leverage Ratio-0.6025Theta-0.0005Rho-2.71Eff Leverage0.0035Vega