0.10Open0.12Pre Close36 Volume376 Open Interest10.50Strike Price255.00Turnover73.86%IV5.08%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1887Delta0.5474Gamma200.80Leverage Ratio-0.0403Theta0.0001Rho37.89Eff Leverage0.0018Vega