0.55Open0.80Pre Close6 Volume36 Open Interest125.00Strike Price260.00Turnover18.06%IV2.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2128Delta0.0815Gamma286.89Leverage Ratio-0.0574Theta0.0067Rho61.05Eff Leverage0.0573Vega