0.21Open0.05Pre Close37 Volume888 Open Interest182.50Strike Price256.00Turnover40.11%IV6.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0168Delta0.0083Gamma5711.67Leverage Ratio-0.0289Theta0.0002Rho95.75Eff Leverage0.0052Vega