0.45Open0.50Pre Close6 Volume89 Open Interest13.00Strike Price255.00Turnover110.14%IV27.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.1966Delta0.1219Gamma46.89Leverage Ratio-0.0228Theta0.0007Rho9.22Eff Leverage0.0057Vega