0.65Open1.11Pre Close4 Volume26 Open Interest40.00Strike Price255.00Turnover34.50%IV3.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.3886Delta0.1556Gamma60.25Leverage Ratio-0.0414Theta0.0048Rho23.41Eff Leverage0.0274Vega