2.64Open2.83Pre Close1 Volume27 Open Interest43.50Strike Price264.00Turnover67.04%IV0.59%PremiumOct 4, 2024Expiry Date2.37Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.8789Delta0.0944Gamma18.27Leverage Ratio-0.1133Theta0.0018Rho16.06Eff Leverage0.0064Vega