1.27Open2.37Pre Close2 Volume7 Open Interest44.00Strike Price264.00Turnover46.90%IV6.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.4223Delta0.0751Gamma28.32Leverage Ratio-0.0436Theta0.0113Rho11.96Eff Leverage0.0435Vega