0.45Open0.30Pre Close5 Volume53 Open Interest157.50Strike Price261.00Turnover47.30%IV3.14%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.1314Delta0.0517Gamma589.02Leverage Ratio-0.2750Theta-0.0006Rho-77.41Eff Leverage0.0186Vega