2.55Open3.29Pre Close1 Volume3 Open Interest52.50Strike Price255.00Turnover26.24%IV1.36%PremiumDec 20, 2024Expiry Date1.86Intrinsic Value100Multiplier21DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.6989Delta0.1134Gamma21.55Leverage Ratio-0.0230Theta-0.0167Rho-15.06Eff Leverage0.0420Vega