0.03Open0.10Pre Close52 Volume509 Open Interest13.00Strike Price258.00Turnover53.41%IV3.33%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2073Delta0.6575Gamma252.60Leverage Ratio-0.0412Theta0.0001Rho52.36Eff Leverage0.0023Vega