2.55Open3.29Pre Close1 Volume3 Open Interest52.50Strike Price255.00Turnover26.28%IV1.36%PremiumDec 20, 2024Expiry Date1.86Intrinsic Value100Multiplier21DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.6989Delta0.1134Gamma21.55Leverage Ratio-0.0231Theta-0.0166Rho-15.06Eff Leverage0.0419Vega