0.04Open0.10Pre Close60 Volume62 Open Interest177.50Strike Price259.00Turnover69.36%IV9.90%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0306Delta0.0062Gamma1458.96Leverage Ratio-0.1130Theta-0.0004Rho-44.60Eff Leverage0.0111Vega