2.64Open6.80Pre Close1 Volume12 Open Interest33.00Strike Price264.00Turnover48.58%IV2.65%PremiumMay 16, 2025Expiry Date1.72Intrinsic Value100Multiplier21DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.6971Delta0.0867Gamma13.23Leverage Ratio-0.0365Theta0.0123Rho9.22Eff Leverage0.0290Vega