2.57Open2.58Pre Close1 Volume4 Open Interest8.50Strike Price257.00Turnover4237.84%IV-0.54%PremiumNov 29, 2024Expiry Date2.63Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7846Delta0.0529Gamma3.18Leverage Ratio-16.3969Theta0.0000Rho2.50Eff Leverage0.0004Vega