0.03Open0.12Pre Close45.83K Volume6.45K Open Interest549.00Strike Price256.85KTurnover16.55%IV1.25%PremiumJul 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0715Delta0.0378Gamma8552.00Leverage Ratio-0.4175Theta-0.0006Rho-611.52Eff Leverage0.0297Vega