2.64Open3.40Pre Close1 Volume22 Open Interest21.00Strike Price264.00Turnover38.33%IV1.50%PremiumDec 20, 2024Expiry Date2.29Intrinsic Value100Multiplier10DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9522Delta0.0673Gamma9.91Leverage Ratio-0.0094Theta0.0054Rho9.44Eff Leverage0.0038Vega