2.65Open2.80Pre Close1 Volume11 Open Interest57.00Strike Price265.00Turnover80.41%IV10.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type0.4524Delta0.0329Gamma14.88Leverage Ratio-0.0879Theta0.0160Rho6.73Eff Leverage0.0594Vega