0.65Open0.65Pre Close4 Volume15 Open Interest1.50Strike Price260.00Turnover252.22%IV4.82%PremiumSep 20, 2024Expiry Date0.61Intrinsic Value100Multiplier25DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6799Delta0.6170Gamma1.38Leverage Ratio-0.0040Theta-0.0007Rho-0.93Eff Leverage0.0008Vega