255.60Open255.60Pre Close0 Volume1 Open Interest1120.00Strike Price0.00Turnover39.12%IV12.94%PremiumDec 20, 2024Expiry Date97.97Intrinsic Value100Multiplier27DDays to Expiry157.63Extrinsic Value100Contract SizeAmericanOptions Type0.8080Delta0.0021Gamma10.50Leverage Ratio-0.7603Theta0.6441Rho8.48Eff Leverage0.9060Vega