0.22Open0.30Pre Close12 Volume36 Open Interest85.00Strike Price264.00Turnover51.47%IV8.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.0535Delta0.0201Gamma745.04Leverage Ratio-0.0571Theta-0.0006Rho-39.87Eff Leverage0.0114Vega