0.12Open0.14Pre Close30 Volume69 Open Interest55.00Strike Price256.00Turnover62.68%IV16.24%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0565Delta0.0265Gamma474.00Leverage Ratio-0.0304Theta0.0005Rho26.78Eff Leverage0.0078Vega