0.70Open0.26Pre Close4 Volume23 Open Interest37.00Strike Price265.00Turnover67.43%IV1.32%PremiumSep 20, 2024Expiry Date0.06Intrinsic Value100Multiplier1DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.5443Delta0.2951Gamma61.77Leverage Ratio-0.4115Theta0.0006Rho33.62Eff Leverage0.0079Vega