0.03Open0.04Pre Close111 Volume107 Open Interest5.00Strike Price252.00Turnover296.11%IV67.33%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0583Delta0.1307Gamma150.00Leverage Ratio-0.0120Theta0.0000Rho8.75Eff Leverage0.0004Vega