0.85Open1.30Pre Close3 Volume46 Open Interest38.00Strike Price255.00Turnover46.69%IV9.07%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.3388Delta0.0834Gamma30.31Leverage Ratio-0.0334Theta0.0077Rho10.27Eff Leverage0.0344Vega