0.77Open3.00Pre Close6 Volume27 Open Interest852.50Strike Price259.00Turnover65.84%IV8.04%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0193Delta0.0012Gamma3370.07Leverage Ratio-0.2744Theta-0.0007Rho-64.96Eff Leverage0.0274Vega