0.65Open1.75Pre Close4 Volume153 Open Interest31.00Strike Price260.00Turnover58.08%IV14.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.2557Delta0.0764Gamma46.12Leverage Ratio-0.0279Theta0.0044Rho11.79Eff Leverage0.0233Vega