0.87Open0.62Pre Close3 Volume8 Open Interest15.00Strike Price261.00Turnover40.15%IV5.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.5287Delta0.2603Gamma23.98Leverage Ratio-0.0139Theta0.0047Rho12.68Eff Leverage0.0151Vega