0.01Open0.01Pre Close215 Volume243 Open Interest8.50Strike Price257.00Turnover146.43%IV27.25%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0215Gamma1167.00Leverage Ratio-0.0067Theta0.0000Rho-17.64Eff Leverage0.0005Vega