0.10Open0.15Pre Close49 Volume291 Open Interest18.00Strike Price259.00Turnover335.12%IV42.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0435Delta0.0384Gamma317.50Leverage Ratio-0.0400Theta0.0000Rho13.82Eff Leverage0.0007Vega