0.20Open0.10Pre Close12 Volume521 Open Interest110.00Strike Price252.00Turnover40.15%IV9.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0876Delta0.0251Gamma402.72Leverage Ratio-0.0554Theta0.0021Rho35.28Eff Leverage0.0252Vega