0.45Open0.92Pre Close5 Volume106 Open Interest23.00Strike Price260.00Turnover23.94%IV1.16%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier6DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6871Delta0.4770Gamma46.66Leverage Ratio-0.0229Theta0.0027Rho32.06Eff Leverage0.0110Vega