0.12Open0.22Pre Close30 Volume250 Open Interest149.00Strike Price264.00Turnover18.15%IV1.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0828Delta0.0957Gamma2445.67Leverage Ratio-0.0596Theta0.0004Rho202.54Eff Leverage0.0134Vega