0.10Open0.10Pre Close5.32K Volume4.42K Open Interest10.50Strike Price261.67KTurnover101.30%IV2.13%PremiumDec 27, 2024Expiry Date0.30Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6421Delta0.3873Gamma19.64Leverage Ratio-0.0703Theta0.0005Rho12.61Eff Leverage0.0036Vega