2.64Open4.55Pre Close1 Volume67 Open Interest200.00Strike Price264.00Turnover10.35%IV0.89%PremiumJan 17, 2025Expiry Date0.86Intrinsic Value100Multiplier24DDays to Expiry1.78Extrinsic Value100Contract SizeAmericanOptions Type-0.5314Delta0.0800Gamma86.58Leverage Ratio-0.0343Theta-0.0524Rho-46.01Eff Leverage0.1996Vega