0.03Open0.08Pre Close131 Volume620 Open Interest27.00Strike Price253.00Turnover52.00%IV8.38%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0436Delta0.0809Gamma1246.50Leverage Ratio-0.0148Theta0.0001Rho54.32Eff Leverage0.0020Vega