0.04Open0.02Pre Close66 Volume30 Open Interest91.00Strike Price264.00Turnover51.94%IV10.90%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0253Delta0.0096Gamma1701.50Leverage Ratio-0.0314Theta-0.0003Rho-43.04Eff Leverage0.0070Vega