0.85Open1.15Pre Close3 Volume19 Open Interest90.00Strike Price255.00Turnover44.61%IV6.13%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.2617Delta0.0524Gamma90.11Leverage Ratio-0.1086Theta0.0057Rho23.58Eff Leverage0.0453Vega