0.65Open0.70Pre Close4 Volume20 Open Interest45.00Strike Price250.00Turnover12.85%IV1.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4973Delta0.2814Gamma81.55Leverage Ratio-0.0155Theta0.0132Rho40.55Eff Leverage0.0440Vega