0.05Open0.10Pre Close20 Volume451 Open Interest3.00Strike Price254.00Turnover134.11%IV11.83%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.2792Delta0.6332Gamma32.55Leverage Ratio-0.0170Theta-0.0001Rho-9.09Eff Leverage0.0013Vega