0.25Open0.35Pre Close8 Volume70 Open Interest26.00Strike Price252.00Turnover91.06%IV33.76%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1491Delta0.0498Gamma60.62Leverage Ratio-0.0222Theta0.0018Rho9.04Eff Leverage0.0119Vega