1.34Open1.55Pre Close2 Volume89 Open Interest37.00Strike Price256.00Turnover32.15%IV2.90%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier21DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type-0.4950Delta0.1419Gamma31.63Leverage Ratio-0.0254Theta-0.0096Rho-15.66Eff Leverage0.0351Vega