2.60Open3.32Pre Close1 Volume84 Open Interest36.00Strike Price260.00Turnover33.97%IV1.82%PremiumAug 16, 2024Expiry Date1.91Intrinsic Value100Multiplier25DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7470Delta0.0947Gamma14.72Leverage Ratio-0.0253Theta0.0177Rho11.00Eff Leverage0.0318Vega