3.26Open3.30Pre Close897 Volume1.72K Open Interest148.00Strike Price257.46KTurnover36.60%IV0.17%PremiumDec 6, 2024Expiry Date3.25Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.8413Delta0.0797Gamma41.96Leverage Ratio-0.2336Theta-0.0036Rho-35.30Eff Leverage0.0202Vega