2.64Open3.40Pre Close1 Volume22 Open Interest21.00Strike Price264.00Turnover35.30%IV1.20%PremiumDec 20, 2024Expiry Date2.36Intrinsic Value100Multiplier10DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9708Delta0.0493Gamma9.73Leverage Ratio-0.0067Theta0.0054Rho9.45Eff Leverage0.0025Vega