0.12Open0.22Pre Close30 Volume247 Open Interest149.00Strike Price264.00Turnover15.86%IV1.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0830Delta0.0960Gamma2445.67Leverage Ratio-0.0546Theta0.0006Rho202.94Eff Leverage0.0153Vega