0.04Open0.01Pre Close83 Volume63 Open Interest46.50Strike Price253.00Turnover28.29%IV3.21%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0905Delta0.1698Gamma1287.86Leverage Ratio-0.0320Theta0.0002Rho116.58Eff Leverage0.0055Vega