2.64Open2.39Pre Close1 Volume35 Open Interest80.00Strike Price264.00Turnover51.11%IV0.47%PremiumAug 16, 2024Expiry Date2.25Intrinsic Value100Multiplier3DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.7303Delta0.0841Gamma27.88Leverage Ratio-0.2232Theta0.0050Rho20.36Eff Leverage0.0254Vega