0.45Open0.80Pre Close11 Volume13 Open Interest30.00Strike Price255.00Turnover34.88%IV0.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.4919Delta0.7303Gamma142.76Leverage Ratio-0.1142Theta0.0004Rho70.23Eff Leverage0.0062Vega