0.01Open0.01Pre Close260 Volume328 Open Interest2.50Strike Price260.00Turnover153.48%IV27.41%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0763Delta0.4621Gamma197.00Leverage Ratio-0.0052Theta0.0000Rho15.03Eff Leverage0.0003Vega