0.25Open0.30Pre Close13 Volume678 Open Interest105.00Strike Price256.00Turnover35.31%IV10.36%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.0614Delta0.0210Gamma635.33Leverage Ratio-0.0320Theta0.0017Rho39.00Eff Leverage0.0199Vega