0.03Open0.03Pre Close88 Volume0 Open Interest95.00Strike Price264.00Turnover149.15%IV35.83%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0037Delta0.0004Gamma4933.00Leverage Ratio-0.0208Theta-0.0001Rho-18.09Eff Leverage0.0019Vega