0.65Open0.47Pre Close2.13K Volume2.73K Open Interest25.00Strike Price254.16KTurnover61.58%IV0.42%PremiumDec 6, 2024Expiry Date1.34Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8875Delta0.1648Gamma18.68Leverage Ratio-0.0549Theta0.0011Rho16.58Eff Leverage0.0036Vega