0.45Open0.60Pre Close14 Volume222 Open Interest70.00Strike Price260.00Turnover14.60%IV2.03%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3786Delta0.4975Gamma344.00Leverage Ratio-0.0838Theta0.0015Rho130.23Eff Leverage0.0199Vega