0.24Open0.40Pre Close11 Volume60 Open Interest47.00Strike Price264.00Turnover11.78%IV0.15%PremiumOct 18, 2024Expiry Date0.17Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7041Delta1.0354Gamma196.54Leverage Ratio-0.0559Theta0.0012Rho138.38Eff Leverage0.0098Vega