0.04Open0.03Pre Close87 Volume199 Open Interest96.00Strike Price262.00Turnover9.61%IV1.50%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0734Delta0.1515Gamma3153.67Leverage Ratio-0.0161Theta0.0007Rho231.59Eff Leverage0.0133Vega