0.60Open0.65Pre Close4 Volume439 Open Interest91.00Strike Price255.00Turnover23.09%IV0.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4504Delta0.2536Gamma165.20Leverage Ratio-0.1822Theta0.0022Rho74.41Eff Leverage0.0268Vega