0.25Open0.27Pre Close12 Volume611 Open Interest67.50Strike Price263.00Turnover20.82%IV6.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1281Delta0.0655Gamma317.55Leverage Ratio-0.0165Theta0.0046Rho40.68Eff Leverage0.0321Vega