2.40Open1.40Pre Close1.03K Volume2.09K Open Interest40.00Strike Price253.95KTurnover53.72%IV0.93%PremiumOct 18, 2024Expiry Date2.90Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.7842Delta0.0704Gamma12.26Leverage Ratio-0.0557Theta0.0098Rho9.61Eff Leverage0.0227Vega