2.64Open3.40Pre Close1 Volume22 Open Interest21.00Strike Price264.00Turnover35.07%IV1.20%PremiumDec 20, 2024Expiry Date2.36Intrinsic Value100Multiplier10DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.9711Delta0.0490Gamma9.73Leverage Ratio-0.0066Theta0.0055Rho9.45Eff Leverage0.0025Vega