0.50Open0.37Pre Close5 Volume90 Open Interest10.00Strike Price253.00Turnover66.14%IV1.35%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6978Delta0.5000Gamma18.29Leverage Ratio-0.0279Theta-0.0008Rho-12.76Eff Leverage0.0037Vega