0.03Open0.02Pre Close107 Volume3.19K Open Interest62.00Strike Price257.00Turnover30.85%IV3.79%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0419Gamma6443.00Leverage Ratio-0.0100Theta0.0000Rho-139.49Eff Leverage0.0021Vega