0.65Open0.52Pre Close4 Volume149 Open Interest3.00Strike Price260.00Turnover73.86%IV3.11%PremiumOct 18, 2024Expiry Date0.54Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8517Delta0.3713Gamma5.90Leverage Ratio-0.0038Theta0.0014Rho5.02Eff Leverage0.0020Vega