0.06Open0.07Pre Close52 Volume138 Open Interest205.00Strike Price260.00Turnover43.86%IV6.96%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0200Delta0.0078Gamma4260.00Leverage Ratio-0.0429Theta0.0002Rho85.24Eff Leverage0.0068Vega