1.27Open2.37Pre Close2 Volume7 Open Interest44.00Strike Price264.00Turnover46.98%IV6.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.4223Delta0.0751Gamma28.32Leverage Ratio-0.0437Theta0.0112Rho11.96Eff Leverage0.0434Vega