0.35Open0.35Pre Close6 Volume730 Open Interest40.00Strike Price260.00Turnover40.21%IV4.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.3046Delta0.1229Gamma71.81Leverage Ratio-0.0458Theta-0.0036Rho-21.87Eff Leverage0.0248Vega