0.03Open0.01Pre Close122 Volume846 Open Interest42.00Strike Price259.00Turnover57.06%IV8.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0307Delta0.0408Gamma2577.85Leverage Ratio-0.0179Theta0.0001Rho79.17Eff Leverage0.0021Vega