0.45Open0.92Pre Close5 Volume106 Open Interest23.00Strike Price260.00Turnover23.76%IV1.16%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier6DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6873Delta0.4772Gamma46.66Leverage Ratio-0.0226Theta0.0028Rho32.07Eff Leverage0.0111Vega