2.60Open4.50Pre Close1 Volume63 Open Interest155.00Strike Price260.00Turnover17.45%IV1.12%PremiumDec 20, 2024Expiry Date0.88Intrinsic Value100Multiplier15DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5224Delta0.0741Gamma60.44Leverage Ratio-0.0652Theta-0.0283Rho-31.58Eff Leverage0.1243Vega