2.55Open3.14Pre Close1 Volume132 Open Interest30.00Strike Price255.00Turnover36.04%IV0.28%PremiumDec 20, 2024Expiry Date2.46Intrinsic Value100Multiplier7DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9494Delta0.0642Gamma12.25Leverage Ratio-0.0147Theta0.0054Rho11.63Eff Leverage0.0047Vega