0.61Open1.23Pre Close4 Volume207 Open Interest202.50Strike Price261.00Turnover23.23%IV0.90%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3394Delta0.1043Gamma254.73Leverage Ratio-0.3557Theta-0.0036Rho-86.44Eff Leverage0.0554Vega