0.03Open0.04Pre Close81 Volume780 Open Interest47.50Strike Price258.00Turnover37.05%IV7.83%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0350Delta0.0422Gamma1762.80Leverage Ratio-0.0133Theta0.0002Rho61.69Eff Leverage0.0038Vega