0.40Open0.20Pre Close6 Volume58 Open Interest35.00Strike Price257.00Turnover45.61%IV0.96%PremiumJul 19, 2024Expiry Date0.26Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5709Delta0.2083Gamma39.18Leverage Ratio-0.0806Theta0.0026Rho22.37Eff Leverage0.0162Vega