0.13Open0.20Pre Close21 Volume91 Open Interest26.00Strike Price250.00Turnover68.09%IV13.63%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0849Delta0.0778Gamma306.27Leverage Ratio-0.0250Theta0.0003Rho25.99Eff Leverage0.0046Vega