0.01Open0.03Pre Close247 Volume3.25K Open Interest29.50Strike Price257.00Turnover59.16%IV6.16%PremiumOct 23, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0245Delta0.0536Gamma3142.63Leverage Ratio-0.0100Theta0.0000Rho-76.91Eff Leverage0.0010Vega