0.05Open0.05Pre Close51 Volume501 Open Interest15.00Strike Price255.00Turnover16.01%IV4.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1653Delta0.4280Gamma287.40Leverage Ratio-0.0034Theta0.0015Rho47.51Eff Leverage0.0090Vega