2.55Open3.85Pre Close1 Volume1 Open Interest34.50Strike Price255.00Turnover472.61%IV0.22%PremiumJul 5, 2024Expiry Date2.48Intrinsic Value100Multiplier-1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.9381Delta0.0799Gamma12.71Leverage Ratio-2.4037Theta0.0000Rho-11.92Eff Leverage0.0004Vega