0.06Open0.10Pre Close41 Volume560 Open Interest28.00Strike Price255.00Turnover73.72%IV10.35%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0923Delta0.0921Gamma338.93Leverage Ratio-0.0407Theta0.0002Rho31.27Eff Leverage0.0040Vega