0.06Open0.11Pre Close44 Volume1.06K Open Interest207.50Strike Price252.00Turnover120.82%IV9.53%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0090Delta0.0025Gamma7643.67Leverage Ratio-0.2324Theta0.0000Rho-68.98Eff Leverage0.0020Vega