2.50Open2.40Pre Close928 Volume1.57K Open Interest105.00Strike Price264.37KTurnover64.02%IV5.93%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry3.09Extrinsic Value100Contract SizeAmericanOptions Type0.4229Delta0.0362Gamma32.39Leverage Ratio-0.2219Theta0.0110Rho13.70Eff Leverage0.0662Vega