0.27Open1.08Pre Close11 Volume672 Open Interest40.00Strike Price253.00Turnover3002.76%IV-0.35%PremiumDec 20, 2024Expiry Date0.39Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.5382Delta0.1549Gamma158.44Leverage Ratio-308.9601Theta0.0000Rho-85.27Eff Leverage0.0003Vega