2.61Open2.01Pre Close1 Volume43 Open Interest120.00Strike Price261.00Turnover32.96%IV0.18%PremiumOct 18, 2024Expiry Date2.40Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.8700Delta0.1006Gamma46.30Leverage Ratio-0.1250Theta-0.0026Rho-40.28Eff Leverage0.0137Vega