2.60Open3.00Pre Close1 Volume72 Open Interest42.50Strike Price260.00Turnover60.29%IV6.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.5236Delta0.0590Gamma16.09Leverage Ratio-0.0552Theta0.0137Rho8.42Eff Leverage0.0446Vega