0.85Open0.85Pre Close3 Volume0 Open Interest10.50Strike Price255.00Turnover57.54%IV1.53%PremiumNov 29, 2024Expiry Date0.70Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.8895Delta0.3561Gamma13.52Leverage Ratio-0.0133Theta-0.0007Rho-12.02Eff Leverage0.0018Vega