2.60Open2.50Pre Close1 Volume30 Open Interest23.00Strike Price260.00Turnover81.84%IV0.39%PremiumDec 6, 2024Expiry Date2.50Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9169Delta0.0785Gamma10.08Leverage Ratio-0.0453Theta0.0018Rho9.24Eff Leverage0.0036Vega