0.15Open0.12Pre Close28 Volume652 Open Interest87.50Strike Price257.00Turnover50.23%IV17.32%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0319Delta0.0116Gamma995.60Leverage Ratio-0.0210Theta0.0006Rho31.77Eff Leverage0.0088Vega