0.40Open0.57Pre Close6 Volume89 Open Interest57.00Strike Price265.00Turnover15.92%IV0.40%PremiumJul 5, 2024Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6235Delta0.4812Gamma127.16Leverage Ratio-0.0655Theta0.0026Rho79.28Eff Leverage0.0188Vega