43.90Open45.55Pre Close66 Volume3.91K Open Interest575.00Strike Price264.44KTurnover56.45%IV0.71%PremiumDec 20, 2024Expiry Date22.19Intrinsic Value100Multiplier2DDays to Expiry4.26Extrinsic Value100Contract SizeAmericanOptions Type0.8265Delta0.0104Gamma24.20Leverage Ratio-1.6577Theta0.0253Rho20.00Eff Leverage0.1123Vega