0.05Open0.15Pre Close34.71K Volume9.06K Open Interest530.00Strike Price257.86KTurnover45.57%IV1.56%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0084Delta0.0065Gamma53841.00Leverage Ratio-0.4702Theta0.0000Rho-454.11Eff Leverage0.0018Vega