2.65Open2.50Pre Close1 Volume307 Open Interest32.00Strike Price265.00Turnover48.65%IV2.55%PremiumDec 20, 2024Expiry Date1.79Intrinsic Value100Multiplier20DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.7091Delta0.0879Gamma12.87Leverage Ratio-0.0354Theta0.0120Rho9.13Eff Leverage0.0275Vega