0.30Open0.35Pre Close14 Volume133 Open Interest500.00Strike Price255.00Turnover27.95%IV5.27%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0323Delta0.0046Gamma2638.20Leverage Ratio-0.1148Theta-0.0017Rho-85.17Eff Leverage0.0405Vega