0.15Open0.17Pre Close17 Volume441 Open Interest35.00Strike Price255.00Turnover70.67%IV17.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0531Delta0.0203Gamma339.68Leverage Ratio-0.0240Theta-0.0007Rho-18.03Eff Leverage0.0081Vega