0.12Open0.05Pre Close23 Volume431 Open Interest4.00Strike Price254.00Turnover191.80%IV54.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2024Delta0.2678Gamma26.50Leverage Ratio-0.0095Theta0.0002Rho5.36Eff Leverage0.0015Vega