1.25Open0.46Pre Close2 Volume4 Open Interest32.50Strike Price256.00Turnover86.70%IV0.48%PremiumJul 26, 2024Expiry Date1.16Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6434Delta0.1365Gamma17.66Leverage Ratio-0.1436Theta-0.0020Rho-11.36Eff Leverage0.0118Vega