0.45Open0.58Pre Close11 Volume359 Open Interest45.00Strike Price256.00Turnover67.45%IV9.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0549Delta0.0353Gamma662.27Leverage Ratio-0.0466Theta-0.0002Rho-36.35Eff Leverage0.0052Vega