1.10Open1.05Pre Close3 Volume441 Open Interest27.50Strike Price264.00Turnover54.77%IV1.36%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier4DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.6152Delta0.2433Gamma32.82Leverage Ratio-0.0852Theta0.0017Rho20.19Eff Leverage0.0110Vega