0.40Open0.85Pre Close6 Volume13 Open Interest94.50Strike Price250.00Turnover32.15%IV1.90%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2314Delta0.1353Gamma233.08Leverage Ratio-0.1742Theta0.0012Rho53.93Eff Leverage0.0213Vega