0.04Open0.01Pre Close63 Volume134 Open Interest30.50Strike Price264.00Turnover23.17%IV1.77%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1620Delta0.4696Gamma688.89Leverage Ratio-0.0318Theta-0.0003Rho-111.57Eff Leverage0.0055Vega