0.02Open0.02Pre Close125 Volume758 Open Interest30.00Strike Price257.00Turnover47.94%IV8.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0334Delta0.0496Gamma1629.50Leverage Ratio-0.0134Theta-0.0001Rho-54.42Eff Leverage0.0023Vega