0.11Open0.25Pre Close31 Volume190 Open Interest29.00Strike Price253.00Turnover180.61%IV18.92%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1373Delta0.0611Gamma103.91Leverage Ratio-0.1516Theta0.0002Rho14.27Eff Leverage0.0044Vega