6.60Open6.05Pre Close367 Volume5.70K Open Interest60.00Strike Price256.46KTurnover807.06%IV0.51%PremiumJul 19, 2024Expiry Date7.31Intrinsic Value100Multiplier-2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.9256Delta0.0255Gamma8.97Leverage Ratio-10.0459Theta0.0001Rho8.31Eff Leverage0.0010Vega