0.03Open0.10Pre Close52 Volume559 Open Interest13.00Strike Price258.00Turnover55.78%IV3.33%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2072Delta0.6572Gamma252.60Leverage Ratio-0.0443Theta0.0001Rho52.34Eff Leverage0.0022Vega