0.70Open0.66Pre Close2.71K Volume2.15K Open Interest103.00Strike Price258.37KTurnover45.82%IV1.27%PremiumDec 6, 2024Expiry Date0.22Intrinsic Value100Multiplier2DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type0.5323Delta0.1136Gamma67.03Leverage Ratio-0.4139Theta0.0029Rho35.68Eff Leverage0.0304Vega