0.05Open0.10Pre Close98 Volume226 Open Interest2.00Strike Price264.00Turnover119.26%IV11.95%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0941Delta0.7686Gamma226.00Leverage Ratio-0.0068Theta0.0000Rho-21.28Eff Leverage0.0003Vega