2.50Open4.89Pre Close1 Volume8 Open Interest30.00Strike Price250.00Turnover88.65%IV7.94%PremiumJan 17, 2025Expiry Date0.11Intrinsic Value100Multiplier20DDays to Expiry2.39Extrinsic Value100Contract SizeAmericanOptions Type0.5533Delta0.0626Gamma11.58Leverage Ratio-0.0636Theta0.0079Rho6.41Eff Leverage0.0282Vega