0.05Open0.05Pre Close56 Volume2.91K Open Interest1.50Strike Price255.00Turnover100.66%IV28.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.2060Delta0.9849Gamma39.67Leverage Ratio-0.0020Theta0.0001Rho8.17Eff Leverage0.0008Vega