2.65Open2.97Pre Close1 Volume45 Open Interest200.00Strike Price265.00Turnover22.68%IV2.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.65Extrinsic Value100Contract SizeAmericanOptions Type0.4296Delta0.0651Gamma105.96Leverage Ratio-0.1981Theta0.0150Rho45.52Eff Leverage0.1044Vega