0.05Open0.70Pre Close52 Volume214 Open Interest34.00Strike Price260.00Turnover208.03%IV26.86%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0379Delta0.0239Gamma536.80Leverage Ratio-0.0499Theta0.0000Rho20.35Eff Leverage0.0014Vega