2.64Open3.40Pre Close1 Volume22 Open Interest21.00Strike Price264.00Turnover45.51%IV1.35%PremiumDec 20, 2024Expiry Date2.33Intrinsic Value100Multiplier10DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.9206Delta0.0843Gamma9.93Leverage Ratio-0.0149Theta0.0052Rho9.14Eff Leverage0.0057Vega