2.58Open2.96Pre Close1 Volume197 Open Interest30.00Strike Price258.00Turnover71.82%IV2.52%PremiumDec 20, 2024Expiry Date1.87Intrinsic Value100Multiplier22DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type-0.6035Delta0.0777Gamma9.15Leverage Ratio-0.0415Theta-0.0106Rho-5.52Eff Leverage0.0268Vega