3.90Open2.73Pre Close656 Volume9.66K Open Interest7.00Strike Price250.70KTurnover78.61%IV1.85%PremiumSep 20, 2024Expiry Date3.80Intrinsic Value100Multiplier46DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9601Delta0.0281Gamma2.82Leverage Ratio-0.0037Theta0.0082Rho2.71Eff Leverage0.0034Vega