2.50Open2.55Pre Close1 Volume3 Open Interest18.00Strike Price250.00Turnover75.87%IV4.14%PremiumDec 20, 2024Expiry Date1.83Intrinsic Value100Multiplier23DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type-0.6772Delta0.1180Gamma6.81Leverage Ratio-0.0229Theta-0.0071Rho-4.61Eff Leverage0.0145Vega