0.10Open0.13Pre Close38 Volume462 Open Interest570.00Strike Price255.00Turnover615.76%IV71.86%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0039Delta0.0002Gamma4422.67Leverage Ratio-0.8621Theta0.0000Rho17.40Eff Leverage0.0012Vega