0.04Open0.01Pre Close83 Volume63 Open Interest46.50Strike Price253.00Turnover28.73%IV3.11%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0895Delta0.1661Gamma1289.00Leverage Ratio-0.0321Theta0.0002Rho115.36Eff Leverage0.0055Vega