2.58Open1.84Pre Close1 Volume443 Open Interest72.00Strike Price258.00Turnover41.64%IV2.08%PremiumNov 29, 2024Expiry Date1.06Intrinsic Value100Multiplier3DDays to Expiry1.52Extrinsic Value100Contract SizeAmericanOptions Type0.6919Delta0.1248Gamma42.23Leverage Ratio-0.1765Theta0.0042Rho29.22Eff Leverage0.0238Vega