0.05Open0.15Pre Close30 Volume6 Open Interest36.00Strike Price256.00Turnover58.81%IV21.42%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0225Delta0.0094Gamma915.00Leverage Ratio-0.0088Theta-0.0004Rho-20.60Eff Leverage0.0052Vega