0.08Open0.11Pre Close16 Volume659 Open Interest3.00Strike Price253.00Turnover106.51%IV1.94%PremiumOct 4, 2024Expiry Date0.10Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6841Delta1.5348Gamma20.67Leverage Ratio-0.0265Theta0.0001Rho14.14Eff Leverage0.0008Vega