0.07Open0.10Pre Close47 Volume781 Open Interest66.00Strike Price252.00Turnover163.89%IV17.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0185Delta0.0063Gamma1596.60Leverage Ratio-0.0500Theta0.0000Rho-29.51Eff Leverage0.0020Vega