0.22Open0.25Pre Close12 Volume17 Open Interest110.00Strike Price264.00Turnover22.02%IV8.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.0883Delta0.0290Gamma462.82Leverage Ratio-0.0208Theta0.0053Rho40.86Eff Leverage0.0401Vega