0.60Open0.65Pre Close4 Volume439 Open Interest91.00Strike Price255.00Turnover22.53%IV0.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4549Delta0.2577Gamma151.53Leverage Ratio-0.1761Theta0.0023Rho68.93Eff Leverage0.0271Vega