0.05Open0.08Pre Close51 Volume1 Open Interest81.00Strike Price255.00Turnover184.53%IV20.25%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0228Delta0.0089Gamma1348.00Leverage Ratio-0.1740Theta0.0000Rho30.72Eff Leverage0.0018Vega