0.11Open0.14Pre Close83 Volume570 Open Interest58.00Strike Price256.00Turnover53.65%IV2.18%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1512Delta0.1858Gamma592.70Leverage Ratio-0.2558Theta-0.0001Rho-89.64Eff Leverage0.0055Vega