0.86Open1.50Pre Close3 Volume261 Open Interest130.00Strike Price264.00Turnover34.98%IV3.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type-0.2991Delta0.0453Gamma89.09Leverage Ratio-0.1336Theta-0.0103Rho-26.64Eff Leverage0.0762Vega