0.60Open0.65Pre Close4 Volume439 Open Interest91.00Strike Price255.00Turnover21.86%IV1.05%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4662Delta0.2683Gamma181.39Leverage Ratio-0.1739Theta0.0023Rho84.56Eff Leverage0.0269Vega