0.60Open0.65Pre Close4 Volume439 Open Interest91.00Strike Price255.00Turnover22.99%IV0.96%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4355Delta0.2518Gamma172.91Leverage Ratio-0.1781Theta0.0022Rho75.31Eff Leverage0.0268Vega