2.55Open2.65Pre Close1 Volume171 Open Interest40.00Strike Price255.00Turnover36.89%IV1.14%PremiumAug 16, 2024Expiry Date2.12Intrinsic Value100Multiplier25DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.7259Delta0.0950Gamma12.52Leverage Ratio-0.0205Theta-0.0159Rho-9.09Eff Leverage0.0328Vega