2.53Open2.30Pre Close1 Volume160 Open Interest23.50Strike Price253.00Turnover87.76%IV0.52%PremiumDec 20, 2024Expiry Date2.42Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.9069Delta0.0989Gamma8.35Leverage Ratio-0.0390Theta-0.0015Rho-7.57Eff Leverage0.0032Vega