0.45Open0.80Pre Close5 Volume82 Open Interest45.00Strike Price265.00Turnover74.03%IV1.20%PremiumJan 17, 2025Expiry Date0.11Intrinsic Value100Multiplier5DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.5317Delta0.0957Gamma26.15Leverage Ratio-0.1559Theta0.0034Rho13.90Eff Leverage0.0223Vega