2.56Open3.64Pre Close1 Volume625 Open Interest38.00Strike Price256.00Turnover45.09%IV1.75%PremiumDec 20, 2024Expiry Date1.93Intrinsic Value100Multiplier22DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type-0.6538Delta0.0931Gamma13.24Leverage Ratio-0.0309Theta-0.0134Rho-8.65Eff Leverage0.0328Vega