0.10Open0.10Pre Close26 Volume598 Open Interest30.00Strike Price264.00Turnover75.16%IV30.84%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0848Delta0.0375Gamma153.57Leverage Ratio-0.0153Theta0.0010Rho13.02Eff Leverage0.0086Vega