0.12Open0.05Pre Close23 Volume453 Open Interest4.00Strike Price254.00Turnover193.37%IV54.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2023Delta0.2678Gamma26.50Leverage Ratio-0.0097Theta0.0002Rho5.36Eff Leverage0.0015Vega