0.03Open0.05Pre Close38 Volume83 Open Interest17.50Strike Price256.00Turnover459.76%IV18.24%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0907Delta0.0938Gamma212.29Leverage Ratio-0.5844Theta0.0000Rho19.26Eff Leverage0.0006Vega