2.65Open1.57Pre Close1 Volume91 Open Interest37.00Strike Price265.00Turnover53.44%IV3.70%PremiumJul 26, 2024Expiry Date1.33Intrinsic Value100Multiplier3DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type-0.7411Delta0.1697Gamma22.22Leverage Ratio-0.0834Theta-0.0025Rho-16.47Eff Leverage0.0116Vega