0.94Open0.45Pre Close3 Volume1.11K Open Interest37.50Strike Price261.00Turnover27.98%IV0.27%PremiumNov 22, 2024Expiry Date0.63Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7703Delta0.3723Gamma50.51Leverage Ratio-0.0527Theta-0.0016Rho-38.91Eff Leverage0.0089Vega