0.05Open0.05Pre Close52 Volume928 Open Interest65.00Strike Price260.00Turnover36.86%IV8.16%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0456Delta0.0354Gamma1202.80Leverage Ratio-0.0218Theta0.0004Rho54.89Eff Leverage0.0070Vega