43.60Open78.20Pre Close60 Volume408 Open Interest740.00Strike Price256.07KTurnover79.48%IV0.92%PremiumAug 2, 2024Expiry Date42.27Intrinsic Value100Multiplier2DDays to Expiry6.44Extrinsic Value100Contract SizeAmericanOptions Type-0.7789Delta0.0065Gamma15.20Leverage Ratio-2.7788Theta-0.0350Rho-11.84Eff Leverage0.1703Vega