0.01Open0.05Pre Close106 Volume33 Open Interest29.50Strike Price260.00Turnover80.42%IV18.70%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0206Delta0.0244Gamma1658.00Leverage Ratio-0.0103Theta0.0001Rho34.11Eff Leverage0.0013Vega