0.05Open0.07Pre Close51 Volume478 Open Interest35.00Strike Price255.00Turnover172.26%IV27.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0370Delta0.0228Gamma551.30Leverage Ratio-0.0459Theta0.0001Rho20.40Eff Leverage0.0017Vega