0.05Open0.05Pre Close37 Volume367 Open Interest20.00Strike Price257.00Turnover21.31%IV6.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1515Delta0.2405Gamma251.87Leverage Ratio-0.0056Theta0.0016Rho38.15Eff Leverage0.0107Vega