0.66Open0.59Pre Close4.13K Volume5.12K Open Interest23.00Strike Price257.98KTurnover44.98%IV1.49%PremiumOct 25, 2024Expiry Date0.16Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5477Delta0.3774Gamma45.68Leverage Ratio-0.0570Theta-0.0013Rho-25.02Eff Leverage0.0093Vega