0.80Open0.36Pre Close104 Volume247 Open Interest24.00Strike Price256.00Turnover32.43%IV0.29%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.2232Delta3.8116Gamma2394.00Leverage Ratio-0.3188Theta0.0000Rho534.38Eff Leverage0.0007Vega