0.50Open0.70Pre Close6 Volume631 Open Interest9.00Strike Price260.00Turnover69.56%IV4.10%PremiumSep 20, 2024Expiry Date0.03Intrinsic Value100Multiplier7DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5370Delta0.4449Gamma24.08Leverage Ratio-0.0255Theta0.0009Rho12.93Eff Leverage0.0051Vega