0.05Open0.20Pre Close50 Volume13 Open Interest57.50Strike Price250.00Turnover25.70%IV13.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0375Delta0.0240Gamma1015.40Leverage Ratio-0.0057Theta0.0013Rho38.10Eff Leverage0.0109Vega