43.60Open78.20Pre Close60 Volume408 Open Interest740.00Strike Price256.07KTurnover80.10%IV0.67%PremiumAug 2, 2024Expiry Date44.01Intrinsic Value100Multiplier2DDays to Expiry4.69Extrinsic Value100Contract SizeAmericanOptions Type-0.7964Delta0.0062Gamma14.13Leverage Ratio-2.6071Theta-0.0356Rho-11.25Eff Leverage0.1618Vega