2.52Open2.89Pre Close1 Volume2 Open Interest1.00Strike Price252.00Turnover1013.72%IV1.73%PremiumSep 27, 2024Expiry Date2.46Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9569Delta0.0255Gamma1.35Leverage Ratio-0.0421Theta0.0001Rho1.29Eff Leverage0.0003Vega