0.95Open1.05Pre Close3 Volume7 Open Interest11.50Strike Price265.00Turnover50.91%IV0.91%PremiumDec 20, 2024Expiry Date0.64Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8549Delta0.3516Gamma17.34Leverage Ratio-0.0194Theta0.0011Rho14.83Eff Leverage0.0029Vega