0.05Open0.08Pre Close45 Volume2.73K Open Interest75.00Strike Price257.00Turnover55.82%IV11.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0252Delta0.0114Gamma1686.00Leverage Ratio-0.0288Theta-0.0002Rho-42.46Eff Leverage0.0054Vega