0.75Open0.81Pre Close4 Volume164 Open Interest95.00Strike Price257.00Turnover25.16%IV6.13%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.2212Delta0.0523Gamma128.63Leverage Ratio-0.0395Theta0.0121Rho28.45Eff Leverage0.0670Vega