0.36Open1.06Pre Close7 Volume288 Open Interest22.00Strike Price259.00Turnover54.27%IV3.22%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.3672Delta0.3259Gamma74.50Leverage Ratio-0.0698Theta-0.0007Rho-27.35Eff Leverage0.0080Vega