2.63Open1.30Pre Close1 Volume34 Open Interest20.50Strike Price263.00Turnover97.47%IV0.50%PremiumAug 2, 2024Expiry Date2.54Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.9160Delta0.0934Gamma6.91Leverage Ratio-0.0322Theta-0.0014Rho-6.33Eff Leverage0.0027Vega