2.56Open2.68Pre Close1 Volume294 Open Interest15.00Strike Price256.00Turnover129.18%IV0.63%PremiumSep 20, 2024Expiry Date2.45Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9232Delta0.0747Gamma6.91Leverage Ratio-0.0478Theta0.0010Rho6.38Eff Leverage0.0022Vega