0.05Open0.01Pre Close94 Volume645 Open Interest370.00Strike Price253.00Turnover113.82%IV32.33%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0025Delta0.0003Gamma13981.00Leverage Ratio-0.0190Theta0.0001Rho35.22Eff Leverage0.0019Vega