2.55Open2.10Pre Close1 Volume7 Open Interest50.00Strike Price255.00Turnover32.47%IV2.99%PremiumAug 16, 2024Expiry Date1.09Intrinsic Value100Multiplier24DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type-0.5744Delta0.0965Gamma22.49Leverage Ratio-0.0294Theta-0.0168Rho-12.92Eff Leverage0.0498Vega