0.07Open0.24Pre Close30 Volume161 Open Interest36.00Strike Price253.00Turnover216.27%IV43.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0535Delta0.0208Gamma228.73Leverage Ratio-0.0703Theta0.0001Rho12.25Eff Leverage0.0026Vega