0.45Open0.30Pre Close5 Volume53 Open Interest157.50Strike Price261.00Turnover39.51%IV3.14%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.1313Delta0.0516Gamma589.02Leverage Ratio-0.2480Theta-0.0009Rho-77.32Eff Leverage0.0222Vega