0.12Open0.14Pre Close21 Volume104 Open Interest66.00Strike Price252.00Turnover45.34%IV14.06%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0628Delta0.0261Gamma463.76Leverage Ratio-0.0243Theta0.0011Rho29.13Eff Leverage0.0129Vega