0.61Open1.15Pre Close4 Volume1 Open Interest61.00Strike Price255.00Turnover50.69%IV1.41%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.4635Delta0.1997Gamma84.92Leverage Ratio-0.3290Theta-0.0011Rho-39.36Eff Leverage0.0156Vega