0.14Open0.44Pre Close20 Volume86 Open Interest78.00Strike Price257.00Turnover38.50%IV0.13%PremiumJul 12, 2024Expiry Date0.05Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5628Delta1.2718Gamma519.67Leverage Ratio-1.6029Theta0.0000Rho-292.45Eff Leverage0.0032Vega