0.35Open0.65Pre Close5 Volume322 Open Interest70.00Strike Price259.00Turnover42.22%IV2.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.2750Delta0.1455Gamma159.35Leverage Ratio-0.1947Theta-0.0011Rho-43.83Eff Leverage0.0181Vega