2.65Open2.55Pre Close1 Volume90 Open Interest37.00Strike Price265.00Turnover37.56%IV3.12%PremiumSep 20, 2024Expiry Date1.45Intrinsic Value100Multiplier23DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.6864Delta0.0969Gamma16.36Leverage Ratio-0.0313Theta0.0154Rho11.23Eff Leverage0.0345Vega