0.01Open0.02Pre Close180 Volume591 Open Interest15.50Strike Price259.00Turnover58.99%IV11.29%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0562Delta0.1324Gamma697.25Leverage Ratio-0.0110Theta0.0001Rho39.20Eff Leverage0.0016Vega