0.60Open0.35Pre Close6 Volume73 Open Interest22.00Strike Price260.00Turnover10.18%IV0.40%PremiumSep 20, 2024Expiry Date0.41Intrinsic Value100Multiplier20DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8170Delta0.4967Gamma42.69Leverage Ratio-0.0060Theta0.0097Rho34.87Eff Leverage0.0139Vega