2.53Open2.30Pre Close1 Volume160 Open Interest23.50Strike Price253.00Turnover97.53%IV0.62%PremiumDec 20, 2024Expiry Date2.40Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.8764Delta0.1082Gamma8.44Leverage Ratio-0.0564Theta-0.0015Rho-7.40Eff Leverage0.0040Vega