2.55Open2.65Pre Close1 Volume1 Open Interest5.00Strike Price255.00Turnover139.50%IV1.55%PremiumJan 17, 2025Expiry Date2.44Intrinsic Value100Multiplier7DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9816Delta0.0304Gamma3.03Leverage Ratio-0.0046Theta0.0010Rho2.98Eff Leverage0.0005Vega