0.04Open0.01Pre Close83 Volume63 Open Interest46.50Strike Price253.00Turnover29.68%IV2.92%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0872Delta0.1580Gamma1130.00Leverage Ratio-0.0323Theta0.0002Rho98.57Eff Leverage0.0054Vega