0.66Open0.80Pre Close4 Volume65 Open Interest100.00Strike Price251.00Turnover31.77%IV2.21%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3632Delta0.0934Gamma100.94Leverage Ratio-0.1342Theta0.0057Rho36.66Eff Leverage0.0475Vega