0.10Open0.15Pre Close31 Volume68 Open Interest117.00Strike Price250.00Turnover34.01%IV6.56%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0246Gamma1464.93Leverage Ratio-0.0417Theta0.0006Rho70.35Eff Leverage0.0119Vega