2.61Open2.76Pre Close1 Volume480 Open Interest53.50Strike Price261.00Turnover70.61%IV0.90%PremiumOct 25, 2024Expiry Date2.15Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.7121Delta0.0933Gamma17.92Leverage Ratio-0.1701Theta-0.0036Rho-12.76Eff Leverage0.0177Vega