0.04Open0.04Pre Close64 Volume92 Open Interest72.00Strike Price256.00Turnover95.88%IV12.77%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0194Delta0.0085Gamma2062.25Leverage Ratio-0.0390Theta-0.0001Rho-39.91Eff Leverage0.0027Vega