1.32Open0.70Pre Close2 Volume36 Open Interest70.00Strike Price264.00Turnover22.51%IV3.24%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type0.4350Delta0.1046Gamma58.79Leverage Ratio-0.0388Theta0.0169Rho25.57Eff Leverage0.0658Vega