2.64Open3.40Pre Close1 Volume22 Open Interest21.00Strike Price264.00Turnover34.73%IV1.20%PremiumDec 20, 2024Expiry Date2.36Intrinsic Value100Multiplier10DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9715Delta0.0486Gamma9.73Leverage Ratio-0.0065Theta0.0056Rho9.46Eff Leverage0.0025Vega