0.05Open0.05Pre Close52 Volume449 Open Interest11.00Strike Price260.00Turnover49.14%IV21.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0933Delta0.1377Gamma182.40Leverage Ratio-0.0038Theta0.0006Rho17.01Eff Leverage0.0041Vega