0.85Open0.74Pre Close3 Volume3 Open Interest43.00Strike Price255.00Turnover37.84%IV7.32%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.2445Delta0.0763Gamma72.77Leverage Ratio-0.0297Theta-0.0061Rho-17.79Eff Leverage0.0342Vega