2.60Open2.60Pre Close1 Volume156 Open Interest16.00Strike Price260.00Turnover73.38%IV1.53%PremiumJan 17, 2025Expiry Date2.32Intrinsic Value100Multiplier22DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8001Delta0.0847Gamma6.60Leverage Ratio-0.0224Theta0.0072Rho5.28Eff Leverage0.0126Vega