2.64Open2.30Pre Close1 Volume31 Open Interest170.00Strike Price264.00Turnover71.47%IV9.35%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type0.2976Delta0.0179Gamma46.10Leverage Ratio-0.3219Theta0.0128Rho13.72Eff Leverage0.0939Vega