0.35Open0.40Pre Close12 Volume207 Open Interest17.50Strike Price260.00Turnover49.16%IV2.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4023Delta0.4318Gamma69.06Leverage Ratio-0.0460Theta0.0007Rho27.78Eff Leverage0.0071Vega