2.55Open2.80Pre Close1 Volume6 Open Interest11.00Strike Price255.00Turnover112.01%IV3.10%PremiumJan 17, 2025Expiry Date2.28Intrinsic Value100Multiplier21DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.7618Delta0.1319Gamma3.42Leverage Ratio-0.0162Theta-0.0044Rho-2.60Eff Leverage0.0066Vega