0.07Open0.05Pre Close37 Volume1.05K Open Interest6.50Strike Price259.00Turnover101.32%IV13.32%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1574Delta0.3781Gamma115.60Leverage Ratio-0.0176Theta0.0001Rho18.19Eff Leverage0.0015Vega