0.10Open0.40Pre Close29 Volume47 Open Interest114.00Strike Price265.00Turnover35.75%IV4.76%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0340Delta0.0250Gamma1451.60Leverage Ratio-0.0353Theta0.0002Rho49.34Eff Leverage0.0064Vega