2.57Open2.24Pre Close1 Volume310 Open Interest57.00Strike Price257.00Turnover34.64%IV0.64%PremiumDec 6, 2024Expiry Date2.19Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9090Delta0.0961Gamma25.96Leverage Ratio-0.0556Theta0.0036Rho23.60Eff Leverage0.0081Vega