0.10Open0.40Pre Close12 Volume4.19K Open Interest86.00Strike Price257.00Turnover31.05%IV1.29%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3300Delta0.2222Gamma243.57Leverage Ratio-0.2578Theta0.0011Rho80.37Eff Leverage0.0190Vega