2.55Open2.50Pre Close1 Volume1 Open Interest70.00Strike Price255.00Turnover55.52%IV2.41%PremiumJan 17, 2025Expiry Date0.84Intrinsic Value100Multiplier6DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type0.5826Delta0.0746Gamma27.78Leverage Ratio-0.1691Theta0.0069Rho16.18Eff Leverage0.0368Vega