0.52Open0.80Pre Close7 Volume590 Open Interest36.00Strike Price264.00Turnover20.64%IV1.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.4781Delta0.3884Gamma110.42Leverage Ratio-0.0323Theta0.0032Rho52.79Eff Leverage0.0198Vega