0.27Open0.27Pre Close17 Volume0 Open Interest40.00Strike Price257.00Turnover69.45%IV12.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1027Delta0.0562Gamma236.93Leverage Ratio-0.0456Theta0.0006Rho24.33Eff Leverage0.0082Vega