0.90Open0.83Pre Close3 Volume10 Open Interest49.50Strike Price254.00Turnover50.26%IV1.44%PremiumOct 11, 2024Expiry Date0.03Intrinsic Value100Multiplier3DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.4915Delta0.1600Gamma49.47Leverage Ratio-0.1432Theta-0.0024Rho-24.32Eff Leverage0.0198Vega