2.57Open5.00Pre Close1 Volume472 Open Interest240.00Strike Price257.00Turnover79.20%IV26.03%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry2.57Extrinsic Value100Contract SizeAmericanOptions Type0.1574Delta0.0063Gamma66.95Leverage Ratio-0.2042Theta0.0170Rho10.53Eff Leverage0.1155Vega