0.05Open0.05Pre Close37 Volume2.45K Open Interest75.00Strike Price255.00Turnover26.98%IV5.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0700Delta0.0587Gamma1020.71Leverage Ratio-0.0283Theta0.0007Rho71.49Eff Leverage0.0114Vega