5.15Open2.86Pre Close463 Volume11.04K Open Interest190.00Strike Price253.86KTurnover33.02%IV0.35%PremiumJan 17, 2025Expiry Date6.01Intrinsic Value100Multiplier2DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.8965Delta0.0357Gamma30.75Leverage Ratio-0.2031Theta0.0103Rho27.56Eff Leverage0.0275Vega