0.15Open0.47Pre Close14 Volume12 Open Interest124.00Strike Price258.00Turnover80.32%IV14.30%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0378Delta0.0064Gamma722.50Leverage Ratio-0.1032Theta-0.0006Rho-27.29Eff Leverage0.0131Vega