0.05Open0.28Pre Close23 Volume7 Open Interest30.00Strike Price257.00Turnover71.97%IV11.72%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0736Delta0.0475Gamma338.70Leverage Ratio-0.0363Theta-0.0004Rho-24.92Eff Leverage0.0057Vega