0.09Open0.13Pre Close31 Volume755 Open Interest20.00Strike Price264.00Turnover91.39%IV16.54%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1095Delta0.0943Gamma172.30Leverage Ratio-0.0311Theta0.0003Rho18.86Eff Leverage0.0041Vega