0.05Open0.05Pre Close52 Volume274 Open Interest4.50Strike Price256.00Turnover277.04%IV34.65%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0379Delta0.0461Gamma228.00Leverage Ratio-0.0194Theta0.0000Rho-8.65Eff Leverage0.0005Vega