0.15Open0.15Pre Close18 Volume128 Open Interest2.50Strike Price260.00Turnover123.22%IV21.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3496Delta0.5996Gamma17.12Leverage Ratio-0.0058Theta0.0003Rho5.99Eff Leverage0.0019Vega