0.05Open0.85Pre Close51 Volume11 Open Interest61.50Strike Price255.00Turnover59.92%IV10.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0553Delta0.0342Gamma745.47Leverage Ratio-0.0454Theta0.0003Rho41.21Eff Leverage0.0061Vega