0.05Open0.05Pre Close51 Volume21 Open Interest185.00Strike Price255.00Turnover99.47%IV16.27%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0091Delta0.0025Gamma5304.67Leverage Ratio-0.0300Theta0.0001Rho48.34Eff Leverage0.0025Vega