0.04Open0.04Pre Close32 Volume211 Open Interest5.00Strike Price257.00Turnover151.60%IV54.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1486Delta0.2053Gamma43.87Leverage Ratio-0.0070Theta0.0002Rho6.52Eff Leverage0.0017Vega