2.50Open3.48Pre Close1 Volume13 Open Interest82.50Strike Price250.00Turnover20.13%IV1.32%PremiumDec 20, 2024Expiry Date1.43Intrinsic Value100Multiplier26DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6026Delta0.0915Gamma33.43Leverage Ratio-0.0276Theta-0.0286Rho-20.14Eff Leverage0.0830Vega