0.10Open0.40Pre Close12 Volume4.19K Open Interest86.00Strike Price257.00Turnover29.30%IV1.29%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3302Delta0.2225Gamma243.57Leverage Ratio-0.2250Theta0.0012Rho80.43Eff Leverage0.0201Vega