0.55Open1.50Pre Close4 Volume14 Open Interest22.50Strike Price257.00Turnover5066.73%IV0.26%PremiumDec 20, 2024Expiry Date0.44Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6130Delta0.2196Gamma24.15Leverage Ratio-416.0848Theta0.0000Rho14.80Eff Leverage0.0001Vega