0.05Open0.02Pre Close52 Volume165 Open Interest91.00Strike Price259.00Turnover16.90%IV1.93%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0898Delta0.1342Gamma1786.60Leverage Ratio-0.0366Theta0.0005Rho160.43Eff Leverage0.0116Vega