1.29Open1.35Pre Close2 Volume90 Open Interest62.50Strike Price264.00Turnover15.52%IV1.62%PremiumDec 20, 2024Expiry Date0.34Intrinsic Value100Multiplier21DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type-0.5320Delta0.1779Gamma60.64Leverage Ratio-0.0190Theta-0.0154Rho-32.26Eff Leverage0.0585Vega