0.24Open0.41Pre Close12 Volume273 Open Interest550.00Strike Price252.00Turnover54.31%IV7.18%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.0277Delta0.0027Gamma2369.24Leverage Ratio-0.2360Theta-0.0008Rho-65.64Eff Leverage0.0272Vega