0.30Open0.67Pre Close9 Volume762 Open Interest100.00Strike Price254.00Turnover15.70%IV3.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.1656Delta0.0783Gamma428.93Leverage Ratio-0.0265Theta0.0069Rho71.02Eff Leverage0.0503Vega