2.52Open1.75Pre Close1 Volume12 Open Interest32.00Strike Price252.00Turnover47.41%IV2.51%PremiumJan 17, 2025Expiry Date1.76Intrinsic Value100Multiplier6DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type-0.8003Delta0.1461Gamma15.51Leverage Ratio-0.0382Theta-0.0040Rho-12.41Eff Leverage0.0114Vega