2.64Open3.25Pre Close1 Volume30 Open Interest190.00Strike Price264.00Turnover20.21%IV2.74%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry2.64Extrinsic Value100Contract SizeAmericanOptions Type-0.3648Delta0.0385Gamma76.29Leverage Ratio-0.0715Theta-0.0398Rho-27.83Eff Leverage0.1829Vega