0.10Open0.15Pre Close33 Volume4.12K Open Interest54.00Strike Price264.00Turnover50.94%IV6.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0648Delta0.0486Gamma769.87Leverage Ratio-0.0493Theta-0.0003Rho-49.89Eff Leverage0.0065Vega