0.15Open0.15Pre Close32 Volume974 Open Interest19.00Strike Price263.00Turnover37.67%IV7.74%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1630Delta0.2059Gamma177.10Leverage Ratio-0.0129Theta0.0009Rho28.87Eff Leverage0.0078Vega