0.10Open0.35Pre Close35 Volume150 Open Interest47.50Strike Price260.00Turnover106.32%IV0.02%PremiumOct 18, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.5359Delta3.5341Gamma950.80Leverage Ratio-12.6876Theta0.0000Rho509.56Eff Leverage0.0004Vega