0.60Open0.65Pre Close4 Volume439 Open Interest91.00Strike Price255.00Turnover23.29%IV0.86%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4453Delta0.2488Gamma158.03Leverage Ratio-0.1810Theta0.0023Rho70.37Eff Leverage0.0270Vega