0.45Open0.58Pre Close11 Volume359 Open Interest45.00Strike Price256.00Turnover70.70%IV9.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0549Delta0.0354Gamma662.27Leverage Ratio-0.0502Theta-0.0002Rho-36.36Eff Leverage0.0049Vega