0.05Open0.35Pre Close51 Volume102 Open Interest95.00Strike Price251.00Turnover59.85%IV1.33%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0360Delta0.1126Gamma9376.50Leverage Ratio-0.4569Theta0.0000Rho337.16Eff Leverage0.0009Vega