0.05Open0.05Pre Close51 Volume304 Open Interest7.50Strike Price255.00Turnover101.73%IV38.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0956Delta0.1394Gamma109.00Leverage Ratio-0.0058Theta0.0002Rho10.42Eff Leverage0.0020Vega