0.15Open0.15Pre Close18 Volume630 Open Interest0.50Strike Price265.00Turnover253.11%IV16.15%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier20DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6789Delta1.0987Gamma3.68Leverage Ratio-0.0030Theta0.0001Rho2.50Eff Leverage0.0005Vega