2.60Open3.60Pre Close1 Volume863 Open Interest100.00Strike Price260.00Turnover42.46%IV9.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.3109Delta0.0342Gamma48.14Leverage Ratio-0.0782Theta0.0183Rho14.97Eff Leverage0.0859Vega