0.04Open0.52Pre Close64 Volume79 Open Interest136.00Strike Price260.00Turnover90.34%IV19.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0229Delta0.0056Gamma1424.13Leverage Ratio-0.0609Theta0.0002Rho32.60Eff Leverage0.0058Vega