0.23Open0.24Pre Close13 Volume5.10K Open Interest7.00Strike Price253.00Turnover38.27%IV1.73%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5096Delta0.8580Gamma30.84Leverage Ratio-0.0081Theta-0.0010Rho-15.72Eff Leverage0.0049Vega