0.10Open0.15Pre Close25 Volume596 Open Interest45.00Strike Price250.00Turnover64.50%IV7.48%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0805Delta0.0557Gamma485.30Leverage Ratio-0.0657Theta-0.0003Rho-39.04Eff Leverage0.0062Vega