0.25Open0.27Pre Close13 Volume169 Open Interest4.50Strike Price269.00Turnover83.04%IV1.18%PremiumJul 26, 2024Expiry Date0.15Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6494Delta0.8610Gamma18.58Leverage Ratio-0.0189Theta0.0003Rho12.07Eff Leverage0.0019Vega