0.03Open0.03Pre Close97 Volume2.16K Open Interest34.00Strike Price264.00Turnover24.85%IV3.59%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0630Delta0.1678Gamma1641.50Leverage Ratio-0.0132Theta0.0002Rho103.42Eff Leverage0.0037Vega