0.05Open0.22Pre Close52 Volume11 Open Interest14.00Strike Price260.00Turnover158.13%IV21.75%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0778Delta0.0971Gamma230.80Leverage Ratio-0.0369Theta0.0001Rho17.96Eff Leverage0.0014Vega