0.01Open0.02Pre Close266 Volume336 Open Interest33.00Strike Price266.00Turnover132.93%IV12.56%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0124Delta0.0141Gamma3773.00Leverage Ratio-0.0436Theta0.0000Rho-46.71Eff Leverage0.0006Vega