2.53Open2.85Pre Close1 Volume657 Open Interest96.00Strike Price253.00Turnover23.27%IV0.22%PremiumNov 15, 2024Expiry Date2.32Intrinsic Value100Multiplier10DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6991Delta0.0998Gamma36.03Leverage Ratio-0.0581Theta-0.0147Rho-25.19Eff Leverage0.0532Vega