2.53Open2.30Pre Close1 Volume160 Open Interest23.50Strike Price253.00Turnover101.63%IV0.76%PremiumDec 20, 2024Expiry Date2.37Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.8632Delta0.1109Gamma8.54Leverage Ratio-0.0643Theta-0.0015Rho-7.37Eff Leverage0.0043Vega