0.03Open0.04Pre Close62 Volume608 Open Interest17.00Strike Price269.00Turnover55.90%IV12.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0638Delta0.1124Gamma505.00Leverage Ratio-0.0104Theta0.0002Rho32.22Eff Leverage0.0025Vega