2.65Open2.38Pre Close1 Volume9 Open Interest30.00Strike Price265.00Turnover39.72%IV0.71%PremiumNov 15, 2024Expiry Date2.42Intrinsic Value100Multiplier15DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.8442Delta0.0901Gamma12.01Leverage Ratio-0.0235Theta0.0105Rho10.14Eff Leverage0.0160Vega