0.25Open0.19Pre Close16 Volume309 Open Interest230.00Strike Price259.00Turnover21.50%IV12.02%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0285Delta0.0056Gamma1643.36Leverage Ratio-0.0153Theta0.0040Rho46.83Eff Leverage0.0353Vega