0.01Open0.01Pre Close254 Volume1 Open Interest6.50Strike Price254.00Turnover171.75%IV15.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0348Delta0.1096Gamma764.50Leverage Ratio-0.0100Theta0.0000Rho-26.63Eff Leverage0.0003Vega