0.12Open0.22Pre Close30 Volume247 Open Interest149.00Strike Price264.00Turnover16.59%IV1.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0829Delta0.0959Gamma2445.67Leverage Ratio-0.0568Theta0.0005Rho202.80Eff Leverage0.0146Vega