2.53Open1.51Pre Close1 Volume2 Open Interest74.00Strike Price253.00Turnover38.08%IV0.20%PremiumDec 4, 2024Expiry Date2.39Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.8573Delta0.1058Gamma28.30Leverage Ratio-0.0938Theta-0.0033Rho-24.26Eff Leverage0.0128Vega