0.66Open0.59Pre Close4.13K Volume5.12K Open Interest23.00Strike Price257.98KTurnover45.96%IV1.49%PremiumOct 25, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5479Delta0.3776Gamma45.68Leverage Ratio-0.0599Theta-0.0012Rho-25.03Eff Leverage0.0091Vega