2.60Open0.65Pre Close1.34K Volume2.76K Open Interest25.00Strike Price259.36KTurnover80.28%IV1.52%PremiumAug 16, 2024Expiry Date1.40Intrinsic Value100Multiplier5DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.7288Delta0.1272Gamma14.08Leverage Ratio-0.0833Theta0.0026Rho10.26Eff Leverage0.0108Vega