0.06Open0.06Pre Close34 Volume330 Open Interest310.00Strike Price260.00Turnover57.40%IV11.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0081Delta0.0012Gamma7016.00Leverage Ratio-0.0424Theta-0.0002Rho-56.61Eff Leverage0.0071Vega