0.15Open0.16Pre Close20 Volume225 Open Interest11.50Strike Price264.00Turnover317.04%IV45.66%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0895Delta0.0810Gamma106.00Leverage Ratio-0.0580Theta0.0000Rho9.49Eff Leverage0.0010Vega