0.02Open0.18Pre Close63 Volume46 Open Interest295.00Strike Price255.00Turnover96.85%IV0.53%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0926Delta0.1435Gamma5930.40Leverage Ratio-15.8733Theta0.0000Rho-549.33Eff Leverage0.0020Vega