0.16Open0.17Pre Close17 Volume73 Open Interest70.00Strike Price251.00Turnover30.41%IV16.94%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0558Delta0.0206Gamma479.92Leverage Ratio-0.0097Theta0.0029Rho26.76Eff Leverage0.0202Vega