0.85Open0.85Pre Close3 Volume3 Open Interest10.50Strike Price255.00Turnover58.59%IV1.53%PremiumNov 29, 2024Expiry Date0.70Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.8897Delta0.3555Gamma13.52Leverage Ratio-0.0138Theta-0.0007Rho-12.03Eff Leverage0.0017Vega