0.05Open1.25Pre Close20 Volume350 Open Interest81.00Strike Price255.00Turnover52.16%IV2.75%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0890Delta0.0954Gamma1188.86Leverage Ratio-0.2402Theta-0.0001Rho-105.77Eff Leverage0.0052Vega