0.45Open3.60Pre Close6 Volume174 Open Interest220.00Strike Price260.00Turnover30.44%IV3.24%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1161Delta0.0321Gamma648.60Leverage Ratio-0.1954Theta-0.0019Rho-75.32Eff Leverage0.0391Vega