0.45Open0.92Pre Close5 Volume106 Open Interest23.00Strike Price260.00Turnover23.51%IV1.16%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier7DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6876Delta0.4774Gamma46.66Leverage Ratio-0.0222Theta0.0028Rho32.09Eff Leverage0.0112Vega