31.60Open25.58Pre Close81 Volume32 Open Interest402.50Strike Price261.53KTurnover128.64%IV0.69%PremiumOct 4, 2024Expiry Date29.78Intrinsic Value100Multiplier1DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type-0.8801Delta0.0085Gamma11.98Leverage Ratio-2.5768Theta-0.0078Rho-10.55Eff Leverage0.0368Vega