0.40Open0.20Pre Close6 Volume58 Open Interest35.00Strike Price257.00Turnover44.83%IV0.96%PremiumJul 19, 2024Expiry Date0.26Intrinsic Value100Multiplier5DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5711Delta0.2084Gamma39.18Leverage Ratio-0.0778Theta0.0027Rho22.37Eff Leverage0.0165Vega