2.55Open2.45Pre Close1 Volume3 Open Interest82.50Strike Price255.00Turnover28.22%IV2.00%PremiumNov 15, 2024Expiry Date0.92Intrinsic Value100Multiplier22DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type-0.5375Delta0.0702Gamma30.50Leverage Ratio-0.0460Theta-0.0243Rho-16.39Eff Leverage0.0805Vega