0.05Open0.02Pre Close50 Volume61 Open Interest1.50Strike Price261.00Turnover132.79%IV32.48%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2629Delta0.8960Gamma23.40Leverage Ratio-0.0030Theta0.0001Rho6.15Eff Leverage0.0009Vega