0.35Open0.60Pre Close6 Volume4.32K Open Interest10.00Strike Price261.00Turnover36.96%IV1.65%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier9DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.7233Delta0.5426Gamma22.96Leverage Ratio-0.0119Theta0.0018Rho16.60Eff Leverage0.0056Vega