0.30Open0.67Pre Close9 Volume762 Open Interest100.00Strike Price254.00Turnover15.36%IV4.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.1436Delta0.0730Gamma480.65Leverage Ratio-0.0234Theta0.0060Rho69.01Eff Leverage0.0456Vega