0.19Open0.03Pre Close10 Volume296 Open Interest9.00Strike Price253.00Turnover119.71%IV1.40%PremiumJan 10, 2025Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7102Delta1.3542Gamma63.89Leverage Ratio-0.2113Theta0.0000Rho-45.38Eff Leverage0.0007Vega