0.35Open0.45Pre Close7 Volume12 Open Interest212.50Strike Price255.00Turnover41.76%IV6.56%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0660Delta0.0126Gamma756.78Leverage Ratio-0.1404Theta-0.0016Rho-49.92Eff Leverage0.0313Vega