0.03Open0.01Pre Close106 Volume810 Open Interest4.50Strike Price261.00Turnover157.55%IV15.64%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0660Delta0.3572Gamma390.00Leverage Ratio-0.0100Theta0.0000Rho25.72Eff Leverage0.0003Vega